Mercury NZ Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.25% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 9.02 | |
| 0.0606 | 20.35 | |
| 0.9333 | 234.49 | |
| 0.1041 | 3.28 | |
| 1.1264 | 15.99 |
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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