Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
25.96%
decreased by 1.03%
1 Week
25.94%
decreased by 1.05%
1 Month
25.87%
decreased by 1.12%
Analysis last updated: Tuesday, May 5, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9025 | 12.50 | |
| 0.0680 | 6.14 | |
| 0.8614 | 33.35 | |
| 0.0070 | 0.95 | |
| -0.0172 | -1.39 | |
| 0.0063 | 0.54 | |
| 0.0181 | 1.45 | |
| -0.0206 | -2.35 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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