Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:37.02% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 15.76 | |
| 0.0262 | 15.99 | |
| 0.9521 | 581.95 | |
| 0.0170 | 5.22 |
Estimation Period:
Oct 20, 1995 to Mar 6, 2026
Oct 20, 1995 to Mar 6, 2026
News Impact Curve
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