V-Lab: Mercury General Corp MF2-GARCH Volatility Analysis

V-Lab

Mercury General Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:25.28% (-1.30%)

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
$m$	71
$α$	0.1437	21.29
$β$	0.6201	46.84
$γ$	0.0524	4.73
$λ_{1}$	0.2088	1.30
$λ_{2}$	0.1923	1.45
$λ_{3}$	0.7476	4.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts