Skip to main content
V-Lab

Merck KGaA GARCH Volatility Analysis

Volatility prediction for Thursday, August 13th, 2026

1 Day

25.45%

decreased by 0.37%

1 Week

25.54%

decreased by 0.28%

1 Month

25.86%

increased by 0.04%

Analysis last updated: Thursday, August 13, 2026 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 20, 1995 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 65 trading days, meaning a shock loses half its impact after approximately 65 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0363
14.89***
α

ARCH

Response to squared shocks

0.0320
27.46***
β

GARCH

Volatility persistence

0.9574
606.36***

Persistence:

0.989

Half-life:

65 days