Mercury NZ Ltd MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.11% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 3.55 | |
| 0.1196 | 23.75 | |
| 0.8731 | 309.93 |
Estimation Period:
May 10, 2013 to Feb 13, 2026
May 10, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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