Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:27.91% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 15.42 | |
| 0.0256 | 15.85 | |
| 0.9545 | 601.45 | |
| 0.0152 | 4.79 |
Estimation Period:
Oct 20, 1995 to Nov 7, 2025
Oct 20, 1995 to Nov 7, 2025
News Impact Curve
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