Merck KGaA MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
26.64%
decreased by 1.72%
1 Week
27.50%
decreased by 0.86%
1 Month
28.75%
increased by 0.39%
Analysis last updated: Wednesday, April 1, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0723 | 17.90 | |
| 0.6470 | 50.61 | |
| 0.1060 | 13.19 | |
| 0.0077 | 1.45 | |
| 0.0108 | 2.69 | |
| 0.9871 | 189.21 |
Estimation Period:
Oct 20, 1995 to Mar 27, 2026
Oct 20, 1995 to Mar 27, 2026
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