Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.29%
decreased by 0.58%
1 Week
22.76%
decreased by 0.11%
1 Month
23.93%
increased by 1.06%
Analysis last updated: Thursday, April 2, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9032 | 12.49 | |
| 0.0676 | 6.13 | |
| 0.8624 | 33.67 | |
| 0.0070 | 0.95 | |
| -0.0172 | -1.38 | |
| 0.0062 | 0.53 | |
| 0.0180 | 1.43 | |
| -0.0203 | -2.31 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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