Merck KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
32.38%
decreased by 0.60%
1 Week
32.30%
decreased by 0.68%
1 Month
32.03%
decreased by 0.95%
Analysis last updated: Friday, April 3, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 15.66 | |
| 0.0259 | 15.95 | |
| 0.9532 | 592.80 | |
| 0.0160 | 5.02 |
Estimation Period:
Oct 20, 1995 to Apr 2, 2026
Oct 20, 1995 to Apr 2, 2026
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