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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8800	9.94***
α ARCH Response to squared shocks	0.0691	5.95***
β GARCH Volatility persistence	0.8475	27.52***

γ₁	-0.0044	-0.17
γ₂	0.0247	0.59
γ₃	-0.0589	-1.34
γ₄	0.0688	1.08
γ₅	-0.0796	-1.21
γ₆	0.1002	1.97**
γ₇	-0.0704	-1.54
γ₈	0.0423	0.99
γ₉	-0.0396	-1.45

V-Lab

Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck & Co Inc Analyses