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	param	t-stat
$ω$	0.8885	9.97
$α$	0.0688	5.97
$β$	0.8489	27.98
$γ_{1}$	-0.0021	-0.08
$γ_{2}$	0.0218	0.52
$γ_{3}$	-0.0582	-1.32
$γ_{4}$	0.0688	1.08
$γ_{5}$	-0.0798	-1.21
$γ_{6}$	0.1001	1.97
$γ_{7}$	-0.0698	-1.52
$γ_{8}$	0.0413	0.95
$γ_{9}$	-0.0387	-1.40

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Merck & Co Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck & Co Inc Analyses