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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0501	11.75***
α ARCH Response to squared shocks	0.0122	5.96***
β GARCH Volatility persistence	0.9477	418.02***
γ leverage Additional response to negative shocks	0.0440	11.76***

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Merck & Co Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck & Co Inc Analyses