Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:27.91% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 15.40 | |
| 0.0257 | 15.97 | |
| 0.9548 | 603.91 | |
| 0.0147 | 4.66 |
Estimation Period:
Oct 20, 1995 to Dec 5, 2025
Oct 20, 1995 to Dec 5, 2025
News Impact Curve
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