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{type} for {date}

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	param	t-stat
$ω$	0.7451	3.24
$α$	0.2403	4.92
$β$	0.6461	16.23
$γ_{1}$	0.6472	1.07
$γ_{2}$	-1.7293	-1.97
$γ_{3}$	1.7398	2.97
$γ_{4}$	-1.1858	-1.79
$γ_{5}$	0.9606	1.40
$γ_{6}$	-0.5490	-0.98
$γ_{7}$	0.5013	0.80
$γ_{8}$	-2.2737	-2.53

V-Lab

OneBeacon Insurance Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneBeacon Insurance Group Ltd Analyses