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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 20, 1995 to Aug 7, 2026Model 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
| Parameter | Value | t-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
Other GARCH Analyses on International Equities