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 Monday, December 23rd, 2024:23.20% (+0.44%)

Analysis last updated: Saturday, December 21, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0162	4.71
$β$	0.9080	174.12
$γ$	0.0615	12.28
$λ_{1}$	0.0015	0.76
$λ_{2}$	0.0028	1.51
$λ_{3}$	0.9966	375.95

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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