Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
25.80%
increased by 1.18%
1 Week
27.51%
increased by 2.89%
1 Month
29.84%
increased by 5.22%
Analysis last updated: Wednesday, June 24, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5852 | 7.89 | |
| 0.1280 | 7.68 | |
| 0.6928 | 17.13 | |
| -0.0604 | -5.51 | |
| 0.0725 | 4.71 | |
| -0.0184 | -1.79 | |
| 0.0226 | 2.26 | |
| -0.0254 | -3.53 |
Estimation Period:
Oct 20, 1995 to Jun 19, 2026
Oct 20, 1995 to Jun 19, 2026
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