Merchants Bancorp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.09% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8596 | 12.78 | |
| 0.1181 | 15.09 | |
| 0.7415 | 48.08 | |
| 0.3693 | 3.45 |
Estimation Period:
Oct 27, 2017 to Feb 6, 2026
Oct 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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