Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
26.28%
increased by 0.43%
1 Week
26.35%
increased by 0.50%
1 Month
26.62%
increased by 0.77%
Analysis last updated: Wednesday, June 24, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5468 | 3.42 | |
| 0.0444 | 23.25 | |
| 0.9906 | 353.15 | |
| 4.3804 | 7.38 |
Estimation Period:
Oct 20, 1995 to Jun 19, 2026
Oct 20, 1995 to Jun 19, 2026
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