Mercer International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.23% (-8.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8580 | 5.68 | |
| 0.1256 | 6.53 | |
| 0.7788 | 25.12 | |
| 0.0560 | 1.19 | |
| -0.0756 | -1.06 | |
| 0.0154 | 0.28 | |
| -0.0511 | -1.02 | |
| 0.2118 | 4.71 | |
| -0.3508 | -7.21 | |
| 0.3047 | 5.79 | |
| -0.1179 | -2.66 | |
| 0.0046 | 0.10 | |
| -0.0057 | -0.13 |
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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