Merck KGaA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:37.97% (-6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0723 | 17.88 | |
| 0.6489 | 50.65 | |
| 0.1066 | 13.24 | |
| 0.0076 | 1.46 | |
| 0.0107 | 2.72 | |
| 0.9872 | 192.47 |
Estimation Period:
Oct 20, 1995 to Mar 6, 2026
Oct 20, 1995 to Mar 6, 2026
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