Merck & Co Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.41%
increased by 2.23%
1 Week
26.43%
increased by 2.25%
1 Month
26.50%
increased by 2.32%
Analysis last updated: Friday, May 22, 2026 at 10:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0178 | 5.31 | |
| 0.9059 | 165.40 | |
| 0.0599 | 12.30 | |
| 0.0020 | 0.82 | |
| 0.0031 | 1.42 | |
| 0.9962 | 316.15 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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