Merck & Co Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.05% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 7.34 | |
| 0.0788 | 17.92 | |
| 0.9805 | 659.83 | |
| -0.0565 | -16.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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