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

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Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 2nd, 2025:28.21% (+2.49%)

Analysis last updated: Monday, December 1, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0173	5.15
$β$	0.9073	168.76
$γ$	0.0604	12.41
$λ_{1}$	0.0020	0.80
$λ_{2}$	0.0030	1.40
$λ_{3}$	0.9963	322.54

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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