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Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.93% (-1.15%)
Analysis last updated: Saturday, February 7, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.61364.92
α0.12677.41
β0.662814.21
γ1-0.0438-0.61
γ2-0.0010-0.01
γ30.00680.13
γ40.12052.19
γ5-0.1663-2.57
γ60.16082.52
γ7-0.1481-2.81
γ80.16573.33
γ9-0.1599-3.54
γ100.07772.38
Estimation Period:
Oct 20, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts