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, June 20th, 2025:30.47% (-0.41%)

Analysis last updated: Wednesday, June 18, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7825	3.86
$α$	0.0618	23.77
$β$	0.9867	266.11
$ν$	4.8524	6.93

Estimation Period:
Jan 2, 1990 to Jun 18, 2025