V-Lab
Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:23.94% (+0.35%)
Analysis last updated: Saturday, December 21, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 11.59 | |
| 0.0120 | 5.19 | |
| 0.9415 | 369.51 | |
| 0.0511 | 11.62 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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