V-Lab: Merck KGaA GJR-GARCH Volatility Analysis

V-Lab

Merck KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:26.93% (+0.14%)

Analysis last updated: Wednesday, June 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0408	15.34
$α$	0.0267	15.67
$β$	0.9544	597.23
$γ$	0.0139	4.28

Estimation Period:
Oct 20, 1995 to Jun 20, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts