V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:33.74% (-0.60%)

Analysis last updated: Tuesday, October 7, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0428	15.58
$α$	0.0267	15.75
$β$	0.9534	590.71
$γ$	0.0147	4.50

Estimation Period:
Oct 20, 1995 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts