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

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.44% (-0.04%)

Analysis last updated: Friday, September 26, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6124	4.86
$α$	0.1212	7.25
$β$	0.6743	14.41
$γ_{1}$	-0.0440	-0.60
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	-0.0000	-0.00
$γ_{4}$	0.1356	2.35
$γ_{5}$	-0.1843	-2.77
$γ_{6}$	0.1779	2.75
$γ_{7}$	-0.1631	-2.94
$γ_{8}$	0.1749	3.36
$γ_{9}$	-0.1577	-3.44
$γ_{10}$	0.0702	2.05

Estimation Period:
Oct 20, 1995 to Sep 19, 2025

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