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V-Lab

Mercuria Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.02% (+6.12%)
Analysis last updated: Friday, February 13, 2026 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mercuria Holdings Co Ltd SGARCH
paramt-stat
ω0.85474.34
α0.25733.80
β0.10861.09
γ17.48852.27
γ2-13.9661-2.90
γ310.84103.24
γ4-7.9647-2.32
γ59.46162.42
γ6-12.4611-2.50
γ78.85761.46
γ8-3.2948-0.59
γ92.82250.44
Estimation Period:
Jul 1, 2021 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts