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	param	t-stat
$ω$	0.0550	11.85
$α$	0.0120	5.54
$β$	0.9432	390.87
$γ$	0.0488	11.97

V-Lab

Merck & Co Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:25.59% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merck & Co Inc Analyses