V-Lab: Merck KGaA AGARCH Volatility Analysis

V-Lab

Merck KGaA AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.15% (-0.48%)

Analysis last updated: Thursday, June 12, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0520	11.74
$α$	0.0443	33.46
$β$	0.9358	480.88
$γ$	0.6324	10.87

Estimation Period:
Oct 20, 1995 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts