Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
28.83%
decreased by 1.02%
1 Week
28.47%
decreased by 1.38%
1 Month
27.52%
decreased by 2.33%
Analysis last updated: Friday, May 29, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9026 | 12.53 | |
| 0.0685 | 6.16 | |
| 0.8600 | 32.94 | |
| 0.0069 | 0.94 | |
| -0.0172 | -1.39 | |
| 0.0064 | 0.56 | |
| 0.0179 | 1.45 | |
| -0.0206 | -2.37 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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