V-Lab
Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:27.99% (+0.27%)
Analysis last updated: Saturday, November 23, 2024 at 11:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 15.05 | |
| 0.0255 | 15.32 | |
| 0.9555 | 603.96 | |
| 0.0150 | 4.59 |
Estimation Period:
Oct 20, 1995 to Nov 22, 2024
Oct 20, 1995 to Nov 22, 2024