V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:30.70% (+1.94%)
Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA S0GARCH
paramt-stat
ω0.62484.93
α0.12257.26
β0.673714.41
γ1-0.0327-0.44
γ2-0.0145-0.14
γ3-0.0005-0.01
γ40.14432.44
γ5-0.1940-2.87
γ60.18582.83
γ7-0.1680-2.92
γ80.17303.23
γ9-0.1439-3.03
γ100.05331.46
Estimation Period:
Oct 20, 1995 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts