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 Monday, October 20th, 2025:26.53% (-0.74%)

Analysis last updated: Friday, October 17, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9033	12.47
$α$	0.0682	6.12
$β$	0.8614	33.21
$γ_{1}$	0.0072	0.95
$γ_{2}$	-0.0171	-1.34
$γ_{3}$	0.0050	0.41
$γ_{4}$	0.0194	1.49
$γ_{5}$	-0.0208	-2.32

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts