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 Friday, November 7th, 2025:27.52% (-0.05%)

Analysis last updated: Thursday, November 6, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7449	10.38
$α$	0.0667	6.04
$β$	0.8681	34.19
$γ_{1}$	-0.0070	-4.35
$γ_{2}$	0.0129	4.51

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts