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, November 7th, 2025:25.73% (-1.32%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6136	4.89
$α$	0.1234	7.31
$β$	0.6698	14.35
$γ_{1}$	-0.0427	-0.58
$γ_{2}$	-0.0020	-0.02
$γ_{3}$	0.0025	0.05
$γ_{4}$	0.1309	2.30
$γ_{5}$	-0.1787	-2.71
$γ_{6}$	0.1724	2.68
$γ_{7}$	-0.1577	-2.89
$γ_{8}$	0.1697	3.29
$γ_{9}$	-0.1520	-3.28
$γ_{10}$	0.0647	1.87

Estimation Period:
Oct 20, 1995 to Oct 31, 2025

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