Mercury Laboratories Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.56% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1639 | 20.18 | |
| 0.1798 | 10.76 | |
| 0.5877 | 39.82 | |
| 0.0031 | 0.10 |
Estimation Period:
Feb 26, 2015 to Feb 6, 2026
Feb 26, 2015 to Feb 6, 2026
News Impact Curve
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