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 Friday, October 17th, 2025:34.54% (+6.74%)

Analysis last updated: Friday, October 17, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6163	4.91
$α$	0.1237	7.30
$β$	0.6695	14.32
$γ_{1}$	-0.0415	-0.57
$γ_{2}$	-0.0030	-0.03
$γ_{3}$	0.0010	0.02
$γ_{4}$	0.1335	2.33
$γ_{5}$	-0.1812	-2.74
$γ_{6}$	0.1743	2.70
$γ_{7}$	-0.1589	-2.89
$γ_{8}$	0.1699	3.28
$γ_{9}$	-0.1502	-3.22
$γ_{10}$	0.0621	1.76

Estimation Period:
Oct 20, 1995 to Oct 10, 2025

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