Merck & Co Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
30.35%
decreased by 0.75%
1 Week
30.26%
decreased by 0.84%
1 Month
29.93%
decreased by 1.17%
Analysis last updated: Monday, June 8, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8059 | 3.86 | |
| 0.0601 | 24.16 | |
| 0.9872 | 275.59 | |
| 4.8215 | 7.04 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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