V-Lab
Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:24.72% (-0.41%)
Analysis last updated: Friday, October 4, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 11.52 | |
| 0.0115 | 4.95 | |
| 0.9421 | 369.87 | |
| 0.0515 | 11.75 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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