Merck & Co Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:23.63% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 7.29 | |
| 0.0785 | 17.87 | |
| 0.9805 | 658.96 | |
| -0.0566 | -16.69 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Merck & Co Inc Analyses
Other EGARCH Analyses on Equities