Mersen GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.72% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1402 | 17.03 | |
| 0.0686 | 28.99 | |
| 0.9064 | 262.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities