MERCURY Inc/Japan EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.75% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5710 | 10.27 | |
| 0.3769 | 16.49 | |
| 0.8099 | 42.87 | |
| 0.0827 | 4.32 |
Estimation Period:
Feb 25, 2022 to Feb 10, 2026
Feb 25, 2022 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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