MERCURY Inc/Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.08% (-11.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 156.3254 | 4.18 | |
| 0.2400 | 76.67 | |
| 0.9853 | 307.89 | |
| 2.4179 | 100.29 |
Estimation Period:
Feb 25, 2022 to Feb 10, 2026
Feb 25, 2022 to Feb 10, 2026
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