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

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:28.93% (-1.11%)

Analysis last updated: Saturday, May 31, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5646	3.41
$α$	0.0441	24.10
$β$	0.9909	366.61
$ν$	4.3501	7.68

Estimation Period:
Oct 20, 1995 to May 30, 2025