Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:29.99% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5529 | 3.41 | |
| 0.0442 | 23.61 | |
| 0.9907 | 358.83 | |
| 4.3603 | 7.51 |
Estimation Period:
Oct 20, 1995 to Nov 28, 2025
Oct 20, 1995 to Nov 28, 2025
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