V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

V-Lab

Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.77% (-0.92%)

Analysis last updated: Saturday, August 30, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0678	16.73
$β$	0.6510	49.33
$γ$	0.1069	13.37
$λ_{1}$	0.0078	1.39
$λ_{2}$	0.0112	2.60
$λ_{3}$	0.9866	175.23

Estimation Period:
Oct 20, 1995 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts