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

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:27.53% (+1.73%)

Analysis last updated: Wednesday, June 25, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6211	4.92
$α$	0.1228	7.26
$β$	0.6715	14.27
$γ_{1}$	-0.0374	-0.50
$γ_{2}$	-0.0084	-0.08
$γ_{3}$	-0.0012	-0.02
$γ_{4}$	0.1423	2.39
$γ_{5}$	-0.1913	-2.82
$γ_{6}$	0.1824	2.78
$γ_{7}$	-0.1640	-2.84
$γ_{8}$	0.1687	3.14
$γ_{9}$	-0.1392	-2.92
$γ_{10}$	0.0498	1.34

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

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