Merck KGaA MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
33.05%
increased by 2.30%
1 Week
31.94%
increased by 1.19%
1 Month
30.73%
decreased by 0.02%
Analysis last updated: Tuesday, April 28, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0713 | 17.78 | |
| 0.6470 | 50.63 | |
| 0.1071 | 13.38 | |
| 0.0077 | 1.44 | |
| 0.0108 | 2.68 | |
| 0.9870 | 186.69 |
Estimation Period:
Oct 20, 1995 to Apr 24, 2026
Oct 20, 1995 to Apr 24, 2026
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