V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

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Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:25.03% (-0.71%)

Analysis last updated: Sunday, November 30, 2025 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0721	17.79
$β$	0.6499	49.62
$γ$	0.1019	12.75
$λ_{1}$	0.0079	1.43
$λ_{2}$	0.0110	2.65
$λ_{3}$	0.9868	181.50

Estimation Period:
Oct 20, 1995 to Nov 28, 2025

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