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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0289	15.89***
α ARCH Response to squared shocks	0.0433	21.34***
β GARCH Volatility persistence	0.9508	401.00***
γ leverage Additional response to negative shocks	0.7579	15.48***
δ power Transformation power	0.8305	17.23***

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Merck & Co Inc APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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