Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
38.17%
decreased by 0.14%
1 Week
38.04%
decreased by 0.27%
1 Month
37.55%
decreased by 0.76%
Analysis last updated: Saturday, May 23, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5905 | 3.42 | |
| 0.0440 | 23.86 | |
| 0.9910 | 369.21 | |
| 4.3861 | 7.57 |
Estimation Period:
Oct 20, 1995 to May 22, 2026
Oct 20, 1995 to May 22, 2026
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