V-Lab: Merck KGaA MF2-GARCH Volatility Analysis

V-Lab

Merck KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.73% (+0.20%)

Analysis last updated: Friday, September 26, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0682	16.82
$β$	0.6514	49.56
$γ$	0.1070	13.37
$λ_{1}$	0.0078	1.39
$λ_{2}$	0.0112	2.62
$λ_{3}$	0.9866	177.32

Estimation Period:
Oct 20, 1995 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts