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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7459	10.58***
α ARCH Response to squared shocks	0.0657	6.07***
β GARCH Volatility persistence	0.8692	34.64***

γ₁	-0.0068	-4.44***
γ₂	0.0131	4.84***

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Merck & Co Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Merck & Co Inc Analyses