V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:23.57% (-0.18%)
Analysis last updated: Thursday, June 12, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.62484.92
α0.12357.29
β0.672814.40
γ1-0.0335-0.45
γ2-0.0137-0.14
γ3-0.0008-0.01
γ40.14512.43
γ5-0.1944-2.85
γ60.18372.78
γ7-0.1629-2.79
γ80.16603.06
γ9-0.1351-2.80
γ100.04581.21
Estimation Period:
Oct 20, 1995 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts