Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
23.64%
increased by 0.50%
1 Week
23.91%
increased by 0.77%
1 Month
24.60%
increased by 1.46%
Analysis last updated: Wednesday, April 15, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9051 | 12.53 | |
| 0.0673 | 6.12 | |
| 0.8630 | 33.76 | |
| 0.0072 | 0.97 | |
| -0.0174 | -1.40 | |
| 0.0063 | 0.54 | |
| 0.0180 | 1.43 | |
| -0.0204 | -2.32 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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