Merck KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
33.00%
decreased by 0.53%
1 Week
32.92%
decreased by 0.61%
1 Month
32.59%
decreased by 0.94%
Analysis last updated: Tuesday, April 14, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 15.65 | |
| 0.0258 | 15.92 | |
| 0.9532 | 593.51 | |
| 0.0163 | 5.12 |
Estimation Period:
Oct 20, 1995 to Apr 10, 2026
Oct 20, 1995 to Apr 10, 2026
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