V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

V-Lab

Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:28.60% (+1.73%)

Analysis last updated: Saturday, August 9, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0681	16.77
$β$	0.6512	49.33
$γ$	0.1066	13.30
$λ_{1}$	0.0079	1.39
$λ_{2}$	0.0112	2.60
$λ_{3}$	0.9866	175.33

Estimation Period:
Oct 20, 1995 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts