Mercury Systems Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.42% (-10.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9568 | 15.55 | |
| 0.4260 | 19.74 | |
| 0.5938 | 23.91 | |
| -0.1047 | -6.12 |
Estimation Period:
Jan 30, 1998 to Feb 6, 2026
Jan 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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