Merck KGaA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:25.55% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0717 | 17.75 | |
| 0.6510 | 49.95 | |
| 0.1023 | 12.81 | |
| 0.0078 | 1.43 | |
| 0.0109 | 2.66 | |
| 0.9869 | 184.03 |
Estimation Period:
Oct 20, 1995 to Dec 19, 2025
Oct 20, 1995 to Dec 19, 2025
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