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Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.03% (+0.10%)
Analysis last updated: Thursday, February 19, 2026 at 07:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.61444.94
α0.12557.38
β0.664714.25
γ1-0.0436-0.61
γ2-0.0018-0.02
γ30.00840.16
γ40.11862.16
γ5-0.1650-2.56
γ60.16022.52
γ7-0.1477-2.81
γ80.16573.33
γ9-0.1602-3.56
γ100.07792.41
Estimation Period:
Oct 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts