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

Skip to main content

V-Lab

Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:28.84% (-0.90%)

Analysis last updated: Saturday, December 6, 2025 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9020	12.44
$α$	0.0676	6.13
$β$	0.8630	33.81
$γ_{1}$	0.0071	0.95
$γ_{2}$	-0.0170	-1.34
$γ_{3}$	0.0052	0.43
$γ_{4}$	0.0194	1.50
$γ_{5}$	-0.0210	-2.35

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts