Merck & Co Inc EGARCH Volatility Analysis
Volatility prediction for Thursday, April 30th, 2026
1 Day
29.33%
decreased by 0.81%
1 Week
29.33%
decreased by 0.81%
1 Month
29.33%
decreased by 0.81%
Analysis last updated: Wednesday, April 29, 2026 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 7.48 | |
| 0.0793 | 18.08 | |
| 0.9804 | 660.64 | |
| -0.0562 | -16.66 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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