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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0550	11.89***
α ARCH Response to squared shocks	0.0124	5.78***
β GARCH Volatility persistence	0.9431	393.63***
γ leverage Additional response to negative shocks	0.0485	11.95***

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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