Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:26.12% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5259 | 3.42 | |
| 0.0439 | 23.50 | |
| 0.9907 | 358.83 | |
| 4.3741 | 7.42 |
Estimation Period:
Oct 20, 1995 to Jan 30, 2026
Oct 20, 1995 to Jan 30, 2026
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