Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:25.05% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5267 | 3.41 | |
| 0.0442 | 23.44 | |
| 0.9907 | 355.58 | |
| 4.3677 | 7.42 |
Estimation Period:
Oct 20, 1995 to Jan 9, 2026
Oct 20, 1995 to Jan 9, 2026
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