V-Lab: Merck & Co Inc APARCH Volatility Analysis

V-Lab

Merck & Co Inc APARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:26.44% (+2.57%)

Analysis last updated: Friday, September 12, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0296	15.80
$α$	0.0438	21.00
$β$	0.9499	384.11
$γ$	0.7736	15.65
$δ$	0.8260	17.23

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts