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	param	t-stat
$ω$	0.0551	11.81
$α$	0.0118	5.38
$β$	0.9431	389.05
$γ$	0.0496	12.06

V-Lab

Merck & Co Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:22.78% (+1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merck & Co Inc Analyses