V-Lab
V-Lab
Mercury General Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, August 28th, 2025:23.95% (-1.42%)
Analysis last updated: Wednesday, August 27, 2025 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mercury General Corp GARCH
paramt-stat
ω0.188723.61
α0.146232.27
β0.8117165.43
Estimation Period:
Jan 3, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts