Merck KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 14th, 2026
1 Day
34.71%
increased by 4.34%
1 Week
34.58%
increased by 4.21%
1 Month
34.11%
increased by 3.74%
Analysis last updated: Thursday, May 14, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 15.65 | |
| 0.0257 | 15.90 | |
| 0.9533 | 593.94 | |
| 0.0163 | 5.12 |
Estimation Period:
Oct 20, 1995 to May 8, 2026
Oct 20, 1995 to May 8, 2026
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