V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

V-Lab

Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.92% (+0.43%)

Analysis last updated: Wednesday, June 25, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0692	16.94
$β$	0.6496	49.19
$γ$	0.1065	13.21
$λ_{1}$	0.0079	1.40
$λ_{2}$	0.0112	2.62
$λ_{3}$	0.9866	176.68

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts