V-Lab
V-Lab
Merck & Co Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:23.33% (-0.46%)
Analysis last updated: Tuesday, March 18, 2025 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck & Co Inc AGARCH
paramt-stat
ω0.043811.07
α0.046428.08
β0.9256383.13
γ0.837516.02
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts