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, September 15th, 2025:25.51% (+2.54%)

Analysis last updated: Friday, September 12, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7705	3.86
$α$	0.0612	23.70
$β$	0.9868	267.94
$ν$	4.8626	6.86

Estimation Period:
Jan 2, 1990 to Sep 12, 2025