V-Lab
Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:43.88% (+21.32%)
Analysis last updated: Tuesday, February 4, 2025 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 11.58 | |
| 0.0120 | 5.21 | |
| 0.9416 | 370.13 | |
| 0.0509 | 11.60 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025
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