Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.82% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 15.45 | |
| 0.0256 | 15.92 | |
| 0.9543 | 600.98 | |
| 0.0152 | 4.83 |
Estimation Period:
Oct 20, 1995 to Feb 6, 2026
Oct 20, 1995 to Feb 6, 2026
News Impact Curve
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