V-Lab: Merck & Co Inc MF2-GARCH Volatility Analysis

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Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:26.34% (+1.19%)

Analysis last updated: Tuesday, November 11, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0159	4.70
$β$	0.9089	174.79
$γ$	0.0613	12.62
$λ_{1}$	0.0019	0.79
$λ_{2}$	0.0029	1.41
$λ_{3}$	0.9964	335.84

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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