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

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V-Lab

Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:26.01% (-0.07%)

Analysis last updated: Thursday, November 6, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9038	12.52
$α$	0.0694	6.15
$β$	0.8583	32.52
$γ_{1}$	0.0071	0.95
$γ_{2}$	-0.0170	-1.35
$γ_{3}$	0.0051	0.42
$γ_{4}$	0.0191	1.49
$γ_{5}$	-0.0205	-2.31

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts