Merck KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
26.84%
decreased by 0.16%
1 Week
26.90%
decreased by 0.10%
1 Month
27.14%
increased by 0.14%
Analysis last updated: Wednesday, June 24, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 15.59 | |
| 0.0251 | 15.82 | |
| 0.9536 | 597.48 | |
| 0.0171 | 5.41 |
Estimation Period:
Oct 20, 1995 to Jun 19, 2026
Oct 20, 1995 to Jun 19, 2026
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