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

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.88% (+1.30%)

Analysis last updated: Wednesday, June 25, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5451	3.41
$α$	0.0445	23.75
$β$	0.9907	357.92
$ν$	4.3498	7.58

Estimation Period:
Oct 20, 1995 to Jun 20, 2025