Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.93% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6136 | 4.92 | |
| 0.1267 | 7.41 | |
| 0.6628 | 14.21 | |
| -0.0438 | -0.61 | |
| -0.0010 | -0.01 | |
| 0.0068 | 0.13 | |
| 0.1205 | 2.19 | |
| -0.1663 | -2.57 | |
| 0.1608 | 2.52 | |
| -0.1481 | -2.81 | |
| 0.1657 | 3.33 | |
| -0.1599 | -3.54 | |
| 0.0777 | 2.38 |
Estimation Period:
Oct 20, 1995 to Feb 6, 2026
Oct 20, 1995 to Feb 6, 2026
News Impact Curve
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