Mercer International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:75.53% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2961 | 18.22 | |
| 0.0602 | 20.01 | |
| 0.8891 | 271.08 | |
| 0.0535 | 6.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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