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, March 10th, 2025:25.99% (-0.71%)

Analysis last updated: Friday, March 7, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0160	4.67
$β$	0.9097	175.52
$γ$	0.0600	12.26
$λ_{1}$	0.0017	0.77
$λ_{2}$	0.0028	1.44
$λ_{3}$	0.9966	353.52

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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