Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:24.88% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 11.76 | |
| 0.0110 | 4.96 | |
| 0.9433 | 387.86 | |
| 0.0504 | 12.21 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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