Mercuria Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:110.44% (+77.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8567 | 8.93 | |
| 0.2179 | 8.43 | |
| 0.5753 | 17.28 | |
| 0.1823 | 3.82 |
Estimation Period:
Jul 1, 2021 to Feb 13, 2026
Jul 1, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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