V-Lab
V-Lab
Mercury General Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, August 28th, 2025:22.99% (-1.23%)
Analysis last updated: Wednesday, August 27, 2025 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercury General Corp AGARCH
paramt-stat
ω0.183923.30
α0.146833.85
β0.8118173.17
γ0.19555.27
Estimation Period:
Jan 3, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts