V-Lab: Mercury General Corp EGARCH Volatility Analysis

V-Lab

Mercury General Corp EGARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:24.91% (-1.49%)

Analysis last updated: Wednesday, August 27, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0732	22.82
$α$	0.2423	35.42
$β$	0.9542	427.71
$γ$	-0.0302	-5.88

Estimation Period:
Jan 3, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts