Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.10% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5227 | 3.42 | |
| 0.0438 | 23.52 | |
| 0.9908 | 360.41 | |
| 4.3801 | 7.40 |
Estimation Period:
Oct 20, 1995 to Feb 13, 2026
Oct 20, 1995 to Feb 13, 2026
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