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

Skip to main content

V-Lab

Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:27.53% (+0.38%)

Analysis last updated: Saturday, October 11, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0166	4.92
$β$	0.9078	172.52
$γ$	0.0612	12.58
$λ_{1}$	0.0019	0.80
$λ_{2}$	0.0029	1.41
$λ_{3}$	0.9964	334.82

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts