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	param	t-stat
$ω$	0.7999	5.56
$α$	0.1269	6.36
$β$	0.7652	23.01
$γ_{1}$	0.0539	1.16
$γ_{2}$	-0.0828	-1.19
$γ_{3}$	0.0363	0.69
$γ_{4}$	-0.0741	-1.55
$γ_{5}$	0.2338	5.46
$γ_{6}$	-0.3699	-7.95
$γ_{7}$	0.3158	6.25
$γ_{8}$	-0.1101	-2.50
$γ_{9}$	-0.0401	-0.75
$γ_{10}$	0.1368	1.47

V-Lab

Mercer International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:88.42% (-7.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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