Merck KGaA MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
36.85%
increased by 2.19%
1 Week
34.85%
increased by 0.19%
1 Month
32.62%
decreased by 2.04%
Analysis last updated: Saturday, May 16, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0690 | 17.46 | |
| 0.6506 | 50.46 | |
| 0.1060 | 13.41 | |
| 0.0080 | 1.40 | |
| 0.0112 | 2.61 | |
| 0.9867 | 177.14 |
Estimation Period:
Oct 20, 1995 to May 15, 2026
Oct 20, 1995 to May 15, 2026
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