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

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Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:24.58% (-0.95%)

Analysis last updated: Sunday, November 30, 2025 at 01:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6161	4.94
$α$	0.1256	7.36
$β$	0.6641	14.14
$γ_{1}$	-0.0422	-0.58
$γ_{2}$	-0.0022	-0.02
$γ_{3}$	0.0025	0.05
$γ_{4}$	0.1295	2.30
$γ_{5}$	-0.1764	-2.70
$γ_{6}$	0.1700	2.66
$γ_{7}$	-0.1555	-2.89
$γ_{8}$	0.1686	3.31
$γ_{9}$	-0.1535	-3.35
$γ_{10}$	0.0672	1.98

Estimation Period:
Oct 20, 1995 to Nov 28, 2025

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