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

V-Lab

Merck & Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:25.38% (-0.65%)

Analysis last updated: Tuesday, September 16, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0152	4.50
$β$	0.9114	180.98
$γ$	0.0603	12.52
$λ_{1}$	0.0017	0.79
$λ_{2}$	0.0028	1.43
$λ_{3}$	0.9966	352.15

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

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Volatility Forecasts

Volatility Forecasts