V-Lab
V-Lab
Merck & Co Inc APARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:25.30% (-0.75%)
Analysis last updated: Wednesday, July 2, 2025 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck & Co Inc APARCH
paramt-stat
ω0.029715.70
α0.044020.88
β0.9496380.00
γ0.768315.49
δ0.829017.25
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts