Merck & Co Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:23.45% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 7.11 | |
| 0.0786 | 17.64 | |
| 0.9802 | 642.78 | |
| -0.0579 | -16.65 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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