Merck & Co Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
29.11%
decreased by 0.90%
1 Week
29.12%
decreased by 0.89%
1 Month
29.15%
decreased by 0.86%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 7.45 | |
| 0.0789 | 18.08 | |
| 0.9805 | 665.22 | |
| -0.0560 | -16.68 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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