V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

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Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:28.40% (+1.17%)

Analysis last updated: Thursday, November 13, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0694	17.35
$β$	0.6552	50.52
$γ$	0.1037	13.07
$λ_{1}$	0.0077	1.42
$λ_{2}$	0.0108	2.65
$λ_{3}$	0.9871	185.22

Estimation Period:
Oct 20, 1995 to Nov 7, 2025

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