V-Lab
Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:28.90% (-0.60%)
Analysis last updated: Tuesday, March 11, 2025 at 02:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 11.64 | |
| 0.0115 | 5.05 | |
| 0.9430 | 378.09 | |
| 0.0499 | 11.80 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025
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