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

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V-Lab

Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.09% (-0.13%)

Analysis last updated: Thursday, May 2, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0168	4.76
$β$	0.9048	164.40
$γ$	0.0636	12.20
$λ_{1}$	0.0014	0.74
$λ_{2}$	0.0028	1.55
$λ_{3}$	0.9966	379.66

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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