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 13th, 2025:32.26% (-0.83%)

Analysis last updated: Saturday, October 11, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9033	12.44
$α$	0.0679	6.12
$β$	0.8627	33.58
$γ_{1}$	0.0072	0.95
$γ_{2}$	-0.0171	-1.34
$γ_{3}$	0.0050	0.41
$γ_{4}$	0.0195	1.50
$γ_{5}$	-0.0209	-2.32

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts