Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.95% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 11.82 | |
| 0.0119 | 5.44 | |
| 0.9430 | 389.20 | |
| 0.0494 | 12.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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