Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
28.77%
decreased by 1.33%
1 Week
28.46%
decreased by 1.64%
1 Month
27.70%
decreased by 2.40%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8898 | 9.96 | |
| 0.0695 | 5.99 | |
| 0.8477 | 27.81 | |
| -0.0019 | -0.07 | |
| 0.0217 | 0.51 | |
| -0.0585 | -1.32 | |
| 0.0690 | 1.08 | |
| -0.0798 | -1.21 | |
| 0.0999 | 1.96 | |
| -0.0693 | -1.50 | |
| 0.0407 | 0.94 | |
| -0.0382 | -1.38 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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