V-Lab: Merck KGaA GAS-GARCH Student T Volatility Analysis

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V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:24.66% (-0.23%)

Analysis last updated: Tuesday, November 12, 2024 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5633	3.41
$α$	0.0435	24.86
$β$	0.9914	386.95
$ν$	4	7.94

Estimation Period:
Oct 20, 1995 to Nov 8, 2024