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

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:25.62% (-0.58%)

Analysis last updated: Saturday, August 30, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5320	3.42
$α$	0.0440	23.76
$β$	0.9908	364.01
$ν$	4.3719	7.52

Estimation Period:
Oct 20, 1995 to Aug 29, 2025