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Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:23.96% (-0.85%)
Analysis last updated: Saturday, January 31, 2026 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.61584.95
α0.12607.38
β0.662914.16
γ1-0.0419-0.59
γ2-0.0042-0.04
γ30.00880.16
γ40.11992.17
γ5-0.1669-2.58
γ60.16212.55
γ7-0.1495-2.83
γ80.16683.34
γ9-0.1596-3.54
γ100.07642.34
Estimation Period:
Oct 20, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts