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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5819	7.89***
α ARCH Response to squared shocks	0.1300	7.71***
β GARCH Volatility persistence	0.6867	16.81***

γ₁	-0.0613	-5.64***
γ₂	0.0742	4.85***
γ₃	-0.0205	-1.94*
γ₄	0.0263	2.20**
γ₅	-0.0352	-1.98**

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Merck KGaA Spline-GARCH Volatility Analysis

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