Mercari Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.99% (-8.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8019 | 7.51 | |
| 0.1643 | 2.63 | |
| 0.1014 | 0.48 | |
| -2.3811 | -5.63 | |
| 3.9840 | 5.83 | |
| -2.5780 | -4.38 | |
| 1.9662 | 2.25 |
Estimation Period:
Nov 2, 2021 to Jan 30, 2026
Nov 2, 2021 to Jan 30, 2026
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