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

V-Lab

Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:25.78% (-0.86%)

Analysis last updated: Friday, July 25, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9077	12.46
$α$	0.0664	6.11
$β$	0.8663	34.75
$γ_{1}$	0.0076	1.00
$γ_{2}$	-0.0175	-1.36
$γ_{3}$	0.0048	0.39
$γ_{4}$	0.0194	1.47
$γ_{5}$	-0.0202	-2.24

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts