Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:26.54% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 11.82 | |
| 0.0120 | 5.48 | |
| 0.9429 | 388.82 | |
| 0.0493 | 11.95 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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