Grab data from one sheet and insert/format it into another sheet
Nice job, you dceclared all your variables and your variable names are pretty descriptive. One thing is

Dim i, j, k as Integer


This only has k as Integer, they other two are Variants. You need to type them all:
Dim i as Long, Dim j as Long, Dim k as Long

I went with Long type because integers are obsolete. According to msdn VBA silently converts all integers to long.
One nitpick is Dim LastRow As Long - Standard VBA naming conventions have camelCase for local variables and PascalCase for other variables and names. So lastRow.
You also have rngMerge and UrngMerge - maybe be more descriptive in those names.
Always turn on Option Explicit. You can have it automatically by going to Tools -&gt; Options in the VBE and checking the Require Variable Declaration option. This way if you have any variables not defined, the compiler will let you know.
Worksheets have a CodeName property - View Properties window (F4) and the (Name) field (the one at the top) can be used as the worksheet name. This way you can avoid Sheets(&quot;Trend Data&quot;) and instead just use TrendData.
I don't know what happened to your formatting, but your indenting isn't showing up as expected. It's good practice to indent all of your code that way Labels will stick out as obvious. You actually have 2 labels that are pretty well hidden.

Speaking of your labels

MergeAgain:
    For Each cell In rngMerge
        If cell.Value = cell.Offset(1, 0).Value And IsEmpty(cell) = False Then
            Range(cell, cell.Offset(1, 0)).Merge
            GoTo MergeAgain
        End If
    Next

MergeAgain2:
    For Each cell In URngMerge
        If cell.Value = cell.Offset(1, 0).Value And IsEmpty(cell) = False Then
            Range(cell, cell.Offset(1, 0)).Merge
            GoTo MergeAgain2
        End If
    Next


That's a strange way to do this looping.
For j = LastRow To startrow Step -1
    If (.Cells(j, col) = .Cells(j + 1, col)) And Not IsEmpty(.Cells(j, col)) Then .Range(.Cells(j, col), .Cells(j + 1, col)).Merge
Next

No reason to use labels if there's a better way to do it.
You see when you use a boolean function like IsEmpty, you don't need to test its value specifically because the If is looking for True or False already.
Speed
The only way to really gain speed here is to pull your data into arrays and do your operations on those, then spit out entire arrays to the sheet.
I'm not entirely sure of your goal with .Merge but they are your natural enemy. Trust me. It would be better to group the cells and .HorizontalAlignment = xlHAlignCenterAcrossSelection