V-Lab
V-Lab
Merck & Co Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:25.36% (-0.66%)
Analysis last updated: Monday, July 7, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck & Co Inc GARCH
paramt-stat
ω0.074612.30
α0.049726.37
β0.9223313.49
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts