V-Lab: Merck KGaA EGARCH Volatility Analysis

V-Lab

Merck KGaA EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.31% (-0.53%)

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
$ω$	0.0197	11.62
$α$	0.0830	28.96
$β$	0.9884	1,062.79
$γ$	-0.0215	-6.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts