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 2nd, 2025:31.37% (-1.51%)

Analysis last updated: Saturday, May 31, 2025 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7842	3.86
$α$	0.0619	23.78
$β$	0.9867	265.17
$ν$	4.8467	6.94

Estimation Period:
Jan 2, 1990 to May 30, 2025