Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.03% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6144 | 4.94 | |
| 0.1255 | 7.38 | |
| 0.6647 | 14.25 | |
| -0.0436 | -0.61 | |
| -0.0018 | -0.02 | |
| 0.0084 | 0.16 | |
| 0.1186 | 2.16 | |
| -0.1650 | -2.56 | |
| 0.1602 | 2.52 | |
| -0.1477 | -2.81 | |
| 0.1657 | 3.33 | |
| -0.1602 | -3.56 | |
| 0.0779 | 2.41 |
Estimation Period:
Oct 20, 1995 to Feb 13, 2026
Oct 20, 1995 to Feb 13, 2026
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