Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.53% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 15.46 | |
| 0.0257 | 15.92 | |
| 0.9542 | 599.73 | |
| 0.0154 | 4.86 |
Estimation Period:
Oct 20, 1995 to Feb 20, 2026
Oct 20, 1995 to Feb 20, 2026
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