Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:24.00% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 11.81 | |
| 0.0119 | 5.43 | |
| 0.9431 | 389.54 | |
| 0.0494 | 12.01 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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