Mercuria Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.02% (+6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8547 | 4.34 | |
| 0.2573 | 3.80 | |
| 0.1086 | 1.09 | |
| 7.4885 | 2.27 | |
| -13.9661 | -2.90 | |
| 10.8410 | 3.24 | |
| -7.9647 | -2.32 | |
| 9.4616 | 2.42 | |
| -12.4611 | -2.50 | |
| 8.8576 | 1.46 | |
| -3.2948 | -0.59 | |
| 2.8225 | 0.44 |
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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