Merck & Co Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.73%
increased by 0.15%
1 Week
27.70%
increased by 0.12%
1 Month
27.59%
increased by 0.01%
Analysis last updated: Saturday, June 13, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7959 | 3.87 | |
| 0.0600 | 24.14 | |
| 0.9871 | 275.34 | |
| 4.8205 | 7.03 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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