Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:41.96% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6126 | 4.90 | |
| 0.1294 | 7.45 | |
| 0.6605 | 14.29 | |
| -0.0451 | -0.63 | |
| -0.0000 | -0.00 | |
| 0.0093 | 0.17 | |
| 0.1154 | 2.11 | |
| -0.1610 | -2.50 | |
| 0.1559 | 2.44 | |
| -0.1429 | -2.72 | |
| 0.1609 | 3.24 | |
| -0.1564 | -3.46 | |
| 0.0754 | 2.33 |
Estimation Period:
Oct 20, 1995 to Mar 6, 2026
Oct 20, 1995 to Mar 6, 2026
News Impact Curve
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