Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:33.09% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 15.42 | |
| 0.0260 | 15.99 | |
| 0.9547 | 603.45 | |
| 0.0145 | 4.60 |
Estimation Period:
Oct 20, 1995 to Nov 14, 2025
Oct 20, 1995 to Nov 14, 2025
News Impact Curve
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