V-Lab: Merck & Co Inc GJR-GARCH Volatility Analysis

V-Lab

Merck & Co Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:27.20% (-0.54%)

Analysis last updated: Friday, June 27, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0557	11.71
$α$	0.0114	5.01
$β$	0.9426	379.47
$γ$	0.0503	11.91

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts