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V-Lab

Mercuria Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.41% (-6.94%)
Analysis last updated: Wednesday, February 11, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mercuria Holdings Co Ltd S0GARCH
paramt-stat
ω0.84564.31
α0.25673.79
β0.10931.10
γ17.26182.21
γ2-13.5947-2.82
γ310.57823.15
γ4-7.7513-2.27
γ59.28792.39
γ6-12.3073-2.50
γ78.67741.48
γ8-2.9869-0.61
γ92.11340.78
Estimation Period:
Jul 1, 2021 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts