Mercuries F&B Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.62% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 6.54 | |
| 0.2463 | 6.27 | |
| 0.7975 | 43.28 | |
| -0.0876 | -1.39 |
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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