Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:32.94% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 15.49 | |
| 0.0262 | 15.91 | |
| 0.9541 | 598.54 | |
| 0.0148 | 4.63 |
Estimation Period:
Oct 20, 1995 to Oct 17, 2025
Oct 20, 1995 to Oct 17, 2025
News Impact Curve
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