Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 1st, 2026
1 Day
26.31%
decreased by 0.36%
1 Week
26.30%
decreased by 0.37%
1 Month
26.29%
decreased by 0.38%
Analysis last updated: Tuesday, June 30, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 11.87 | |
| 0.0123 | 5.70 | |
| 0.9433 | 393.68 | |
| 0.0485 | 11.95 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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