Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:32.99% (+2.71%)
Parameter Estimates
param | t-stat | |
---|---|---|
3.5520 | 3.41 | |
0.0443 | 23.71 | |
0.9907 | 358.83 | |
4.3578 | 7.54 |
Estimation Period:
Oct 20, 1995 to Oct 10, 2025
Oct 20, 1995 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on International Equities