Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.91% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 11.83 | |
| 0.0120 | 5.50 | |
| 0.9432 | 390.56 | |
| 0.0490 | 11.99 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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