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

V-Lab

Merck & Co Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:40.67% (-0.93%)

Analysis last updated: Friday, May 16, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0542	11.58
$α$	0.0110	4.85
$β$	0.9436	385.00
$γ$	0.0504	12.09

Estimation Period:
Jan 2, 1990 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts