Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:27.38% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 11.77 | |
| 0.0115 | 5.12 | |
| 0.9427 | 384.92 | |
| 0.0503 | 11.98 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Merck & Co Inc Analyses
Other GJR-GARCH Analyses on Equities