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V-Lab

Merck KGaA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.66% (-1.20%)
Analysis last updated: Saturday, February 7, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck KGaA SGARCH
paramt-stat
ω0.61304.90
α0.12617.41
β0.665214.35
γ1-0.0430-0.60
γ2-0.0027-0.03
γ30.00600.11
γ40.12772.33
γ5-0.1796-2.81
γ60.17582.78
γ7-0.1599-3.02
γ80.17063.28
γ9-0.1528-2.53
γ100.04370.37
Estimation Period:
Oct 20, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts