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, May 9th, 2025:32.73% (+0.48%)

Analysis last updated: Thursday, May 8, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7700	3.85
$α$	0.0617	23.59
$β$	0.9867	263.96
$ν$	4.8502	6.89

Estimation Period:
Jan 2, 1990 to May 2, 2025