Merck & Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.72%
increased by 0.15%
1 Week
25.74%
increased by 0.17%
1 Month
25.80%
increased by 0.23%
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 | |
|---|---|---|
| 0.0548 | 11.85 | |
| 0.0120 | 5.55 | |
| 0.9435 | 393.60 | |
| 0.0487 | 12.01 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Merck & Co Inc Analyses
Other GJR-GARCH Analyses on Equities