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

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 ·

Parameter Estimates

	param	t-stat
$ω$	0.6248	4.92
$α$	0.1235	7.29
$β$	0.6728	14.40
$γ_{1}$	-0.0335	-0.45
$γ_{2}$	-0.0137	-0.14
$γ_{3}$	-0.0008	-0.01
$γ_{4}$	0.1451	2.43
$γ_{5}$	-0.1944	-2.85
$γ_{6}$	0.1837	2.78
$γ_{7}$	-0.1629	-2.79
$γ_{8}$	0.1660	3.06
$γ_{9}$	-0.1351	-2.80
$γ_{10}$	0.0458	1.21

Estimation Period:
Oct 20, 1995 to Jun 6, 2025

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