Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:23.96% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6158 | 4.95 | |
| 0.1260 | 7.38 | |
| 0.6629 | 14.16 | |
| -0.0419 | -0.59 | |
| -0.0042 | -0.04 | |
| 0.0088 | 0.16 | |
| 0.1199 | 2.17 | |
| -0.1669 | -2.58 | |
| 0.1621 | 2.55 | |
| -0.1495 | -2.83 | |
| 0.1668 | 3.34 | |
| -0.1596 | -3.54 | |
| 0.0764 | 2.34 |
Estimation Period:
Oct 20, 1995 to Jan 30, 2026
Oct 20, 1995 to Jan 30, 2026
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