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

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:24.54% (-0.54%)

Analysis last updated: Saturday, August 30, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6125	4.87
$α$	0.1213	7.24
$β$	0.6737	14.34
$γ_{1}$	-0.0433	-0.59
$γ_{2}$	-0.0005	-0.01
$γ_{3}$	-0.0018	-0.03
$γ_{4}$	0.1386	2.39
$γ_{5}$	-0.1869	-2.80
$γ_{6}$	0.1792	2.77
$γ_{7}$	-0.1630	-2.92
$γ_{8}$	0.1729	3.30
$γ_{9}$	-0.1520	-3.28
$γ_{10}$	0.0637	1.82

Estimation Period:
Oct 20, 1995 to Aug 29, 2025

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