V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:25.17% (+0.02%)

Analysis last updated: Thursday, July 31, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0408	15.35
$α$	0.0267	15.71
$β$	0.9544	597.61
$γ$	0.0138	4.24

Estimation Period:
Oct 20, 1995 to Jul 25, 2025

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