V-Lab
Merck KGaA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:25.18% (-0.13%)
Analysis last updated: Thursday, April 18, 2024 at 04:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.34 | |
| 0.0848 | 28.86 | |
| 0.9884 | 1044.85 | |
| -0.0220 | -6.67 |
Estimation Period:
Oct 20, 1995 to Apr 12, 2024
Oct 20, 1995 to Apr 12, 2024