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

V-Lab

Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:24.00% (-0.56%)

Analysis last updated: Monday, June 30, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0155	4.57
$β$	0.9101	179.48
$γ$	0.0609	12.56
$λ_{1}$	0.0017	0.78
$λ_{2}$	0.0028	1.43
$λ_{3}$	0.9966	352.27

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts