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

V-Lab

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V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:29.55% (+3.57%)

Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6258	4.86
$α$	0.1170	7.11
$β$	0.6894	15.02
$γ_{1}$	-0.0319	-0.41
$γ_{2}$	-0.0154	-0.15
$γ_{3}$	-0.0043	-0.07
$γ_{4}$	0.1532	2.48
$γ_{5}$	-0.2018	-2.89
$γ_{6}$	0.1869	2.77
$γ_{7}$	-0.1615	-2.63
$γ_{8}$	0.1576	2.81
$γ_{9}$	-0.1177	-2.35
$γ_{10}$	0.0298	0.73

Estimation Period:
Oct 20, 1995 to Feb 28, 2025

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