V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 23rd, 2025:34.39% (+0.74%)

Analysis last updated: Friday, May 23, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0409	15.28
$α$	0.0261	15.45
$β$	0.9543	599.07
$γ$	0.0152	4.65

Estimation Period:
Oct 20, 1995 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts