Mercuria Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.41% (-6.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8456 | 4.31 | |
| 0.2567 | 3.79 | |
| 0.1093 | 1.10 | |
| 7.2618 | 2.21 | |
| -13.5947 | -2.82 | |
| 10.5782 | 3.15 | |
| -7.7513 | -2.27 | |
| 9.2879 | 2.39 | |
| -12.3073 | -2.50 | |
| 8.6774 | 1.48 | |
| -2.9869 | -0.61 | |
| 2.1134 | 0.78 |
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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