Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:24.78% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6142 | 4.92 | |
| 0.1255 | 7.36 | |
| 0.6645 | 14.20 | |
| -0.0428 | -0.59 | |
| -0.0023 | -0.02 | |
| 0.0055 | 0.10 | |
| 0.1247 | 2.24 | |
| -0.1716 | -2.64 | |
| 0.1661 | 2.60 | |
| -0.1526 | -2.86 | |
| 0.1677 | 3.32 | |
| -0.1563 | -3.43 | |
| 0.0714 | 2.12 |
Estimation Period:
Oct 20, 1995 to Dec 19, 2025
Oct 20, 1995 to Dec 19, 2025
News Impact Curve
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