Mercury Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.00% (-55.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.69 | |
| 0.2686 | 8.80 | |
| 0.2007 | 9.54 | |
| 0.2065 | 3.32 |
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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