V-Lab
Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:26.73% (-0.32%)
Analysis last updated: Tuesday, November 12, 2024 at 08:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 15.06 | |
| 0.0255 | 15.28 | |
| 0.9554 | 602.75 | |
| 0.0150 | 4.59 |
Estimation Period:
Oct 20, 1995 to Nov 8, 2024
Oct 20, 1995 to Nov 8, 2024