Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:24.94% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 15.48 | |
| 0.0258 | 15.95 | |
| 0.9542 | 599.35 | |
| 0.0152 | 4.81 |
Estimation Period:
Oct 20, 1995 to Jan 16, 2026
Oct 20, 1995 to Jan 16, 2026
News Impact Curve
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