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

V-Lab

Merck & Co Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:35.42% (-0.05%)

Analysis last updated: Thursday, May 8, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0547	11.62
$α$	0.0112	4.93
$β$	0.9433	381.46
$γ$	0.0500	11.96

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

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Volatility Forecasts

Volatility Forecasts