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Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:24.78% (-1.01%)
Analysis last updated: Saturday, December 20, 2025 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.61424.92
α0.12557.36
β0.664514.20
γ1-0.0428-0.59
γ2-0.0023-0.02
γ30.00550.10
γ40.12472.24
γ5-0.1716-2.64
γ60.16612.60
γ7-0.1526-2.86
γ80.16773.32
γ9-0.1563-3.43
γ100.07142.12
Estimation Period:
Oct 20, 1995 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts