Merck KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
32.85%
increased by 0.22%
1 Week
32.77%
increased by 0.14%
1 Month
32.46%
decreased by 0.17%
Analysis last updated: Saturday, April 18, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 15.65 | |
| 0.0258 | 15.92 | |
| 0.9532 | 593.90 | |
| 0.0163 | 5.12 |
Estimation Period:
Oct 20, 1995 to Apr 17, 2026
Oct 20, 1995 to Apr 17, 2026
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