Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:27.91% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 11.86 | |
| 0.0121 | 5.57 | |
| 0.9429 | 389.46 | |
| 0.0491 | 11.97 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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