V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

V-Lab

Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.33% (-0.42%)

Analysis last updated: Sunday, May 11, 2025 at 03:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0677	16.64
$β$	0.6550	49.51
$γ$	0.1057	13.16
$λ_{1}$	0.0079	1.40
$λ_{2}$	0.0113	2.61
$λ_{3}$	0.9865	175.63

Estimation Period:
Oct 20, 1995 to May 9, 2025

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Volatility Forecasts