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	param	t-stat
$ω$	0.5855	7.86
$α$	0.1268	7.65
$β$	0.6969	17.35
$γ_{1}$	-0.0606	-5.48
$γ_{2}$	0.0728	4.68
$γ_{3}$	-0.0188	-1.81
$γ_{4}$	0.0233	2.30
$γ_{5}$	-0.0260	-3.55

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck KGaA Analyses