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	param	t-stat
$ω$	0.5847	7.87
$α$	0.1276	7.67
$β$	0.6941	17.20
$γ_{1}$	-0.0606	-5.50
$γ_{2}$	0.0728	4.71
$γ_{3}$	-0.0187	-1.81
$γ_{4}$	0.0232	2.30
$γ_{5}$	-0.0259	-3.58

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck KGaA Analyses