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

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:23.26% (-0.78%)

Analysis last updated: Thursday, June 12, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5509	3.41
$α$	0.0444	23.87
$β$	0.9908	360.02
$ν$	4.3470	7.62

Estimation Period:
Oct 20, 1995 to Jun 6, 2025