V-Lab: Merck & Co Inc MEM Volatility Analysis

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Merck & Co Inc MEM Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:27.45% (-0.55%)

Analysis last updated: Friday, October 31, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0602	8.45
$α$	0.1504	36.47
$β$	0.8294	291.02

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts