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, August 1st, 2025:31.54% (+3.99%)

Analysis last updated: Thursday, July 31, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7781	3.86
$α$	0.0615	23.70
$β$	0.9868	267.06
$ν$	4.8545	6.90

Estimation Period:
Jan 2, 1990 to Jul 25, 2025