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	param	t-stat
$ω$	0.5843	7.84
$α$	0.1300	7.72
$β$	0.6897	17.07
$γ_{1}$	-0.0611	-5.49
$γ_{2}$	0.0733	4.68
$γ_{3}$	-0.0186	-1.78
$γ_{4}$	0.0227	2.22
$γ_{5}$	-0.0252	-3.41

V-Lab

Merck KGaA Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck KGaA Analyses