V-Lab: Merck & Co Inc EGARCH Volatility Analysis

V-Lab

Merck & Co Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:24.81% (+0.16%)

Analysis last updated: Friday, July 11, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	7.17
$α$	0.0794	17.66
$β$	0.9801	639.34
$γ$	-0.0574	-16.39

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts