Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:23.32% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 11.76 | |
| 0.0111 | 4.96 | |
| 0.9429 | 385.18 | |
| 0.0507 | 12.18 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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