Merck KGaA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.23% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.72 | |
| 0.0829 | 29.19 | |
| 0.9882 | 1,054.63 | |
| -0.0215 | -6.78 |
Estimation Period:
Oct 20, 1995 to Jan 30, 2026
Oct 20, 1995 to Jan 30, 2026
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