Merck & Co Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.62% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 7.38 | |
| 0.0789 | 17.99 | |
| 0.9805 | 661.17 | |
| -0.0562 | -16.67 |
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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