Mercuries F&B Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.63% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 7.48 | |
| 0.6924 | 18.69 | |
| 0.6518 | 68.65 | |
| -0.1457 | -4.18 |
Estimation Period:
Dec 22, 2023 to Feb 11, 2026
Dec 22, 2023 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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