Mercury General Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.62% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1765 | 23.04 | |
| 0.1152 | 24.25 | |
| 0.8218 | 174.84 | |
| 0.0487 | 5.37 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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