Merck & Co Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
31.02%
increased by 4.35%
1 Week
30.91%
increased by 4.24%
1 Month
30.52%
increased by 3.85%
Analysis last updated: Friday, May 22, 2026 at 10:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8014 | 3.87 | |
| 0.0602 | 24.13 | |
| 0.9871 | 274.88 | |
| 4.8260 | 7.03 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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