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

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:30.70% (+1.94%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6248	4.93
$α$	0.1225	7.26
$β$	0.6737	14.41
$γ_{1}$	-0.0327	-0.44
$γ_{2}$	-0.0145	-0.14
$γ_{3}$	-0.0005	-0.01
$γ_{4}$	0.1443	2.44
$γ_{5}$	-0.1940	-2.87
$γ_{6}$	0.1858	2.83
$γ_{7}$	-0.1680	-2.92
$γ_{8}$	0.1730	3.23
$γ_{9}$	-0.1439	-3.03
$γ_{10}$	0.0533	1.46

Estimation Period:
Oct 20, 1995 to Jul 11, 2025

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