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	param	t-stat
$ω$	1.0717	2.28
$α$	0.1447	10.74
$β$	0.8514	60.81
$γ_{1}$	-0.4801	-1.80
$γ_{2}$	0.5575	1.51
$γ_{3}$	-0.1180	-0.65
$γ_{4}$	0.1044	1.01

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OneBeacon Insurance Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneBeacon Insurance Group Ltd Analyses