Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:33.89% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5630 | 3.41 | |
| 0.0442 | 23.57 | |
| 0.9907 | 357.39 | |
| 4.3684 | 7.46 |
Estimation Period:
Oct 20, 1995 to Mar 13, 2026
Oct 20, 1995 to Mar 13, 2026
Other GAS-GARCH Student T Analyses on International Equities