Merck & Co Inc APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.05%
increased by 0.99%
1 Week
27.19%
increased by 1.13%
1 Month
27.67%
increased by 1.61%
Analysis last updated: Saturday, June 13, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 15.90 | |
| 0.0432 | 21.26 | |
| 0.9508 | 399.67 | |
| 0.7611 | 15.46 | |
| 0.8324 | 17.29 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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