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, November 17th, 2025:27.65% (-1.23%)

Analysis last updated: Saturday, November 15, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9024	12.47
$α$	0.0674	6.10
$β$	0.8631	33.77
$γ_{1}$	0.0071	0.95
$γ_{2}$	-0.0170	-1.34
$γ_{3}$	0.0051	0.43
$γ_{4}$	0.0193	1.50
$γ_{5}$	-0.0209	-2.34

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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Volatility Forecasts