Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
24.92%
decreased by 0.39%
1 Week
24.96%
decreased by 0.35%
1 Month
25.13%
decreased by 0.18%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.0551 | 11.86 | |
| 0.0121 | 5.56 | |
| 0.9432 | 390.87 | |
| 0.0487 | 11.95 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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