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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8147	3.84***
α ARCH Response to squared shocks	0.0595	24.47***
β GARCH Volatility persistence	0.9875	281.90***
ν DF Student-t tail thickness	4.8264	7.08***

V-Lab

Merck & Co Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck & Co Inc Analyses