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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1596	18.07***
α ARCH Response to squared shocks	0.2002	58.38***
β GARCH Volatility persistence	0.7445	127.07***
γ leverage Additional response to negative shocks	0.0721	8.96***
δ power Transformation power	1.1954	27.05***

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Merck KGaA Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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