Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
34.52%
increased by 0.68%
1 Week
34.44%
increased by 0.60%
1 Month
34.15%
increased by 0.31%
Analysis last updated: Thursday, April 2, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5646 | 3.42 | |
| 0.0443 | 23.54 | |
| 0.9907 | 358.43 | |
| 4.3772 | 7.44 |
Estimation Period:
Oct 20, 1995 to Mar 27, 2026
Oct 20, 1995 to Mar 27, 2026
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