Mercury General Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.35% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4990 | 6.50 | |
| 0.1660 | 7.64 | |
| 0.6957 | 20.93 | |
| -0.0439 | -1.24 | |
| 0.1178 | 2.24 | |
| -0.1669 | -4.63 | |
| 0.1770 | 5.13 | |
| -0.1293 | -3.61 | |
| 0.0666 | 1.69 | |
| -0.0041 | -0.10 | |
| -0.0284 | -0.58 | |
| -0.0200 | -0.25 |
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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