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 Monday, June 30th, 2025:24.94% (-1.22%)

Analysis last updated: Friday, June 27, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7672	3.90
$α$	0.0621	23.65
$β$	0.9865	263.48
$ν$	4.8517	6.90

Estimation Period:
Jan 2, 1990 to Jun 27, 2025