Merck KGaA APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.50% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 13.54 | |
| 0.0446 | 26.78 | |
| 0.9554 | 531.68 | |
| 0.3224 | 10.83 | |
| 0.8204 | 16.34 |
Estimation Period:
Oct 20, 1995 to Feb 13, 2026
Oct 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities