Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
23.83%
increased by 1.10%
1 Week
23.93%
increased by 1.20%
1 Month
24.25%
increased by 1.52%
Analysis last updated: Thursday, April 16, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 11.84 | |
| 0.0120 | 5.52 | |
| 0.9433 | 391.23 | |
| 0.0488 | 11.97 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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