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

V-Lab

Merck KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:25.46% (+0.94%)

Analysis last updated: Friday, September 26, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5136	3.44
$α$	0.0443	23.75
$β$	0.9907	360.92
$ν$	4.3785	7.49

Estimation Period:
Oct 20, 1995 to Sep 19, 2025