V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.34% (-0.56%)

Analysis last updated: Saturday, May 31, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0403	15.24
$α$	0.0261	15.48
$β$	0.9548	602.03
$γ$	0.0145	4.48

Estimation Period:
Oct 20, 1995 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts