V-Lab: Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.20% (+0.58%)

Analysis last updated: Sunday, May 11, 2025 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6269	4.91
$α$	0.1202	7.22
$β$	0.6825	14.83
$γ_{1}$	-0.0344	-0.45
$γ_{2}$	-0.0099	-0.10
$γ_{3}$	-0.0075	-0.13
$γ_{4}$	0.1525	2.51
$γ_{5}$	-0.2003	-2.90
$γ_{6}$	0.1875	2.81
$γ_{7}$	-0.1653	-2.77
$γ_{8}$	0.1657	3.01
$γ_{9}$	-0.1316	-2.69
$γ_{10}$	0.0423	1.10

Estimation Period:
Oct 20, 1995 to May 9, 2025

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