V-Lab: Mercury General Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Mercury General Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:26.34% (-2.16%)

Analysis last updated: Wednesday, August 27, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9047	4.60
$α$	0.0910	34.48
$β$	0.9815	245.56
$ν$	3.8268	15.70

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