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

V-Lab

Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:30.69% (-0.96%)

Analysis last updated: Saturday, May 31, 2025 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0153	4.47
$β$	0.9111	181.32
$γ$	0.0608	12.58
$λ_{1}$	0.0017	0.78
$λ_{2}$	0.0028	1.43
$λ_{3}$	0.9966	352.28

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts