Merck KGaA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.00% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.71 | |
| 0.0828 | 29.18 | |
| 0.9882 | 1,054.64 | |
| -0.0214 | -6.77 |
Estimation Period:
Oct 20, 1995 to Feb 13, 2026
Oct 20, 1995 to Feb 13, 2026
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