Merck KGaA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.49% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.70 | |
| 0.0829 | 29.19 | |
| 0.9882 | 1,052.37 | |
| -0.0215 | -6.78 |
Estimation Period:
Oct 20, 1995 to Feb 20, 2026
Oct 20, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities