{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0561	11.47***
α ARCH Response to squared shocks	0.0423	12.55***
β GARCH Volatility persistence	0.9561	280.13***

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Merck & Co Inc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Merck & Co Inc Analyses