V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

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Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:37.02% (+9.93%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0691	17.26
$β$	0.6546	50.34
$γ$	0.1048	13.17
$λ_{1}$	0.0078	1.42
$λ_{2}$	0.0109	2.64
$λ_{3}$	0.9869	183.14

Estimation Period:
Oct 20, 1995 to Oct 10, 2025

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