Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:23.64% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9084 | 12.55 | |
| 0.0671 | 6.11 | |
| 0.8639 | 34.09 | |
| 0.0074 | 1.00 | |
| -0.0176 | -1.40 | |
| 0.0057 | 0.48 | |
| 0.0188 | 1.46 | |
| -0.0207 | -2.32 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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