V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

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Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:26.93% (-1.59%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0694	17.33
$β$	0.6546	50.40
$γ$	0.1040	13.10
$λ_{1}$	0.0077	1.42
$λ_{2}$	0.0109	2.64
$λ_{3}$	0.9870	183.90

Estimation Period:
Oct 20, 1995 to Oct 31, 2025

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