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	param	t-stat
$ω$	0.6134	4.90
$α$	0.1262	7.42
$β$	0.6658	14.43
$γ_{1}$	-0.0429	-0.60
$γ_{2}$	-0.0031	-0.03
$γ_{3}$	0.0073	0.14
$γ_{4}$	0.1255	2.29
$γ_{5}$	-0.1772	-2.77
$γ_{6}$	0.1735	2.74
$γ_{7}$	-0.1576	-2.99
$γ_{8}$	0.1685	3.27
$γ_{9}$	-0.1509	-2.55
$γ_{10}$	0.0359	0.32

V-Lab

Merck KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 4th, 2026:31.87% (+7.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merck KGaA Analyses