V-Lab: Merck KGaA GAS-GARCH Student T Volatility Analysis

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V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:27.56% (-1.03%)

Analysis last updated: Thursday, November 21, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5726	3.42
$α$	0.0435	24.82
$β$	0.9913	386.34
$ν$	4	7.93

Estimation Period:
Oct 20, 1995 to Nov 15, 2024