V-Lab: Merck & Co Inc EGARCH Volatility Analysis

V-Lab

Merck & Co Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:34.75% (-0.94%)

Analysis last updated: Wednesday, April 23, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0239	7.15
$α$	0.0792	17.63
$β$	0.9803	642.85
$γ$	-0.0573	-16.39

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts