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V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:41.96% (-2.21%)
Analysis last updated: Wednesday, March 11, 2026 at 06:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.61264.90
α0.12947.45
β0.660514.29
γ1-0.0451-0.63
γ2-0.0000-0.00
γ30.00930.17
γ40.11542.11
γ5-0.1610-2.50
γ60.15592.44
γ7-0.1429-2.72
γ80.16093.24
γ9-0.1564-3.46
γ100.07542.33
Estimation Period:
Oct 20, 1995 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts