Merck & Co Inc EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
26.24%
increased by 1.26%
1 Week
26.35%
increased by 1.37%
1 Month
26.74%
increased by 1.76%
Analysis last updated: Friday, May 15, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 7.46 | |
| 0.0791 | 18.06 | |
| 0.9804 | 661.55 | |
| -0.0560 | -16.61 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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