V-Lab: Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

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Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:24.44% (-0.76%)

Analysis last updated: Monday, November 10, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9029	12.49
$α$	0.0678	6.10
$β$	0.8619	33.42
$γ_{1}$	0.0071	0.95
$γ_{2}$	-0.0170	-1.35
$γ_{3}$	0.0051	0.43
$γ_{4}$	0.0192	1.49
$γ_{5}$	-0.0207	-2.32

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

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Volatility Forecasts

Volatility Forecasts