V-Lab: Merck KGaA GAS-GARCH Student T Volatility Analysis

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:31.19% (+1.60%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5567	3.42
$α$	0.0444	23.82
$β$	0.9908	362.13
$ν$	4.3658	7.57

Estimation Period:
Oct 20, 1995 to Jul 11, 2025