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

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V-Lab

Merck & Co Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:30.67% (-0.83%)

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
$ω$	0.7418	10.33
$α$	0.0656	6.04
$β$	0.8708	35.07
$γ_{1}$	-0.0071	-4.39
$γ_{2}$	0.0132	4.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts