V-Lab: Merck KGaA Spline-GARCH Volatility Analysis

V-Lab

Merck KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:24.93% (+1.72%)

Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6144	4.84
$α$	0.1242	7.28
$β$	0.6706	14.29
$γ_{1}$	-0.0419	-0.55
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	-0.0120	-0.21
$γ_{4}$	0.1591	2.68
$γ_{5}$	-0.2104	-3.12
$γ_{6}$	0.1982	3.03
$γ_{7}$	-0.1712	-2.92
$γ_{8}$	0.1601	2.82
$γ_{9}$	-0.1007	-1.59
$γ_{10}$	-0.0637	-0.58

Estimation Period:
Oct 20, 1995 to Jun 13, 2025

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