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

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:34.89% (-2.07%)

Analysis last updated: Wednesday, April 16, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6168	4.83
$α$	0.1199	7.20
$β$	0.6817	14.70
$γ_{1}$	-0.0401	-0.52
$γ_{2}$	-0.0037	-0.04
$γ_{3}$	-0.0077	-0.13
$γ_{4}$	0.1515	2.48
$γ_{5}$	-0.1989	-2.88
$γ_{6}$	0.1853	2.77
$γ_{7}$	-0.1617	-2.69
$γ_{8}$	0.1605	2.90
$γ_{9}$	-0.1234	-2.51
$γ_{10}$	0.0344	0.88

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

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