Merck & Co Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.83%
increased by 0.77%
1 Week
26.93%
increased by 0.87%
1 Month
27.25%
increased by 1.19%
Analysis last updated: Saturday, June 13, 2026 at 12:17 AM 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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