V-Lab
V-Lab
Merck KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:24.88% (-0.07%)
Analysis last updated: Saturday, August 23, 2025 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA GJR-GARCH
paramt-stat
ω0.040815.34
α0.026615.68
β0.9544597.97
γ0.01394.30
Estimation Period:
Oct 20, 1995 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts