Merck & Co Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.42% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 11.06 | |
| 0.0464 | 28.50 | |
| 0.9261 | 394.59 | |
| 0.8417 | 16.20 |
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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