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

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Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:24.61% (-0.31%)

Analysis last updated: Monday, October 20, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0162	4.78
$β$	0.9083	173.94
$γ$	0.0615	12.63
$λ_{1}$	0.0019	0.79
$λ_{2}$	0.0029	1.41
$λ_{3}$	0.9965	336.53

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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