V-Lab: Merck & Co Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Merck & Co Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:25.76% (-1.26%)

Analysis last updated: Thursday, July 10, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7731	3.87
$α$	0.0618	23.69
$β$	0.9866	265.23
$ν$	4.8510	6.90

Estimation Period:
Jan 2, 1990 to Jul 3, 2025