V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

V-Lab

Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.15% (-1.10%)

Analysis last updated: Saturday, May 31, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0685	16.79
$β$	0.6501	48.96
$γ$	0.1063	13.20
$λ_{1}$	0.0080	1.39
$λ_{2}$	0.0113	2.59
$λ_{3}$	0.9864	173.15

Estimation Period:
Oct 20, 1995 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts