V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:30.47% (-0.37%)

Analysis last updated: Tuesday, April 29, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0417	15.38
$α$	0.0266	15.56
$β$	0.9536	591.92
$γ$	0.0153	4.62

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

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