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

V-Lab

Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:25.12% (-0.64%)

Analysis last updated: Friday, June 13, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0155	4.55
$β$	0.9100	179.42
$γ$	0.0611	12.58
$λ_{1}$	0.0017	0.78
$λ_{2}$	0.0028	1.43
$λ_{3}$	0.9966	351.03

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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