V-Lab
V-Lab
Merck & Co Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:38.41% (-0.92%)
Analysis last updated: Tuesday, May 20, 2025 at 02:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Merck & Co Inc GARCH
paramt-stat
ω0.073512.17
α0.049626.39
β0.9230315.54
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts