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

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:25.39% (-0.98%)

Analysis last updated: Saturday, May 31, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6173	4.85
$α$	0.1225	7.27
$β$	0.6756	14.52
$γ_{1}$	-0.0391	-0.52
$γ_{2}$	-0.0051	-0.05
$γ_{3}$	-0.0056	-0.10
$γ_{4}$	0.1483	2.46
$γ_{5}$	-0.1970	-2.87
$γ_{6}$	0.1862	2.81
$γ_{7}$	-0.1657	-2.81
$γ_{8}$	0.1677	3.07
$γ_{9}$	-0.1336	-2.75
$γ_{10}$	0.0426	1.12

Estimation Period:
Oct 20, 1995 to May 30, 2025

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