Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:26.92% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5381 | 3.41 | |
| 0.0442 | 23.61 | |
| 0.9907 | 358.31 | |
| 4.3585 | 7.50 |
Estimation Period:
Oct 20, 1995 to Oct 31, 2025
Oct 20, 1995 to Oct 31, 2025
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