Merck & Co Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:22.84% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0170 | 5.04 | |
| 0.9078 | 170.51 | |
| 0.0604 | 12.42 | |
| 0.0019 | 0.81 | |
| 0.0029 | 1.41 | |
| 0.9964 | 327.43 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
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