Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.07% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 11.84 | |
| 0.0121 | 5.55 | |
| 0.9430 | 389.84 | |
| 0.0489 | 11.96 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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