Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:27.53% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5387 | 3.41 | |
| 0.0441 | 23.51 | |
| 0.9907 | 358.31 | |
| 4.3662 | 7.46 |
Estimation Period:
Oct 20, 1995 to Dec 19, 2025
Oct 20, 1995 to Dec 19, 2025
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