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

V-Lab

Merck & Co Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:33.94% (-0.78%)

Analysis last updated: Saturday, May 31, 2025 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0545	11.60
$α$	0.0111	4.88
$β$	0.9435	383.40
$γ$	0.0501	12.02

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts