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

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:30.05% (+0.47%)

Analysis last updated: Sunday, May 11, 2025 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5647	3.42
$α$	0.0443	24.10
$β$	0.9909	366.73
$ν$	4.3627	7.65

Estimation Period:
Oct 20, 1995 to May 9, 2025