Merck KGaA EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:31.89% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.84 | |
| 0.0831 | 29.21 | |
| 0.9883 | 1,063.79 | |
| -0.0211 | -6.67 |
Estimation Period:
Oct 20, 1995 to Nov 14, 2025
Oct 20, 1995 to Nov 14, 2025
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