Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.38%
decreased by 0.51%
1 Week
26.37%
decreased by 0.52%
1 Month
26.34%
decreased by 0.55%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 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 | |
| 0.0121 | 5.61 | |
| 0.9433 | 393.04 | |
| 0.0486 | 11.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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