Merck & Co Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
22.85%
increased by 0.09%
1 Week
23.18%
increased by 0.42%
1 Month
24.13%
increased by 1.37%
Analysis last updated: Friday, April 10, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0175 | 5.19 | |
| 0.9070 | 168.69 | |
| 0.0599 | 12.33 | |
| 0.0020 | 0.81 | |
| 0.0030 | 1.42 | |
| 0.9963 | 325.80 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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