Merck KGaA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.84% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.72 | |
| 0.0828 | 29.19 | |
| 0.9882 | 1,055.77 | |
| -0.0214 | -6.77 |
Estimation Period:
Oct 20, 1995 to Feb 6, 2026
Oct 20, 1995 to Feb 6, 2026
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