Mercuria Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.85% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3125 | 9.90 | |
| 0.4689 | 20.32 | |
| 0.8156 | 42.14 | |
| -0.0406 | -2.97 |
Estimation Period:
Jul 1, 2021 to Feb 10, 2026
Jul 1, 2021 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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