Merck KGaA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.66% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6130 | 4.90 | |
| 0.1261 | 7.41 | |
| 0.6652 | 14.35 | |
| -0.0430 | -0.60 | |
| -0.0027 | -0.03 | |
| 0.0060 | 0.11 | |
| 0.1277 | 2.33 | |
| -0.1796 | -2.81 | |
| 0.1758 | 2.78 | |
| -0.1599 | -3.02 | |
| 0.1706 | 3.28 | |
| -0.1528 | -2.53 | |
| 0.0437 | 0.37 |
Estimation Period:
Oct 20, 1995 to Feb 6, 2026
Oct 20, 1995 to Feb 6, 2026
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