V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:32.78% (+2.66%)

Analysis last updated: Tuesday, April 8, 2025 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0407	15.27
$α$	0.0264	15.56
$β$	0.9543	596.47
$γ$	0.0146	4.45

Estimation Period:
Oct 20, 1995 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts