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, December 5th, 2025:31.48% (-0.79%)

Analysis last updated: Thursday, December 4, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7415	10.31
$α$	0.0656	6.04
$β$	0.8709	35.12
$γ_{1}$	-0.0071	-4.39
$γ_{2}$	0.0133	4.62

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts