V-Lab: Mercury General Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Mercury General Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:28.57% (-1.25%)

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
$ω$	1.4657	6.24
$α$	0.1653	7.71
$β$	0.6969	20.89
$γ_{1}$	-0.0414	-1.11
$γ_{2}$	0.1108	2.03
$γ_{3}$	-0.1557	-4.20
$γ_{4}$	0.1584	4.47
$γ_{5}$	-0.1021	-2.65
$γ_{6}$	0.0347	0.83
$γ_{7}$	0.0257	0.64
$γ_{8}$	-0.0507	-1.25
$γ_{9}$	0.0143	0.41

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

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Volatility Forecasts