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 Thursday, August 28th, 2025:26.11% (-0.31%)

Analysis last updated: Wednesday, August 27, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7732	3.85
$α$	0.0613	23.67
$β$	0.9868	267.28
$ν$	4.8560	6.88

Estimation Period:
Jan 2, 1990 to Aug 22, 2025