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 7th, 2025:24.98% (+0.26%)

Analysis last updated: Thursday, July 3, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9065	12.43
$α$	0.0664	6.11
$β$	0.8662	34.76
$γ_{1}$	0.0075	0.99
$γ_{2}$	-0.0175	-1.35
$γ_{3}$	0.0047	0.37
$γ_{4}$	0.0195	1.47
$γ_{5}$	-0.0202	-2.23

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts