Merck KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:33.99% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5584 | 3.41 | |
| 0.0441 | 23.57 | |
| 0.9907 | 358.05 | |
| 4.3624 | 7.48 |
Estimation Period:
Oct 20, 1995 to Mar 6, 2026
Oct 20, 1995 to Mar 6, 2026
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