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	param	t-stat
$ω$	0.6186	4.97
$α$	0.1245	7.33
$β$	0.6655	14.19
$γ_{1}$	-0.0395	-0.55
$γ_{2}$	-0.0072	-0.08
$γ_{3}$	0.0086	0.16
$γ_{4}$	0.1218	2.19
$γ_{5}$	-0.1695	-2.61
$γ_{6}$	0.1651	2.59
$γ_{7}$	-0.1527	-2.88
$γ_{8}$	0.1691	3.37
$γ_{9}$	-0.1594	-3.51
$γ_{10}$	0.0747	2.25

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:24.39% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merck KGaA Analyses