Mercari Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.22% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1506 | 5.47 | |
| 0.1243 | 10.36 | |
| 0.9418 | 84.53 | |
| -0.0216 | -1.60 |
Estimation Period:
Nov 2, 2021 to Jan 30, 2026
Nov 2, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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