Mercury NZ Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.36% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 15.13 | |
| 0.0701 | 28.03 | |
| 0.9019 | 257.61 | |
| 0.0217 | 0.42 |
Estimation Period:
May 10, 2013 to Feb 5, 2026
May 10, 2013 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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