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{type} for {date}

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	param	t-stat
$ω$	1.8191	2.35
$α$	0.2324	6.33
$β$	0.7509	29.68
$γ_{1}$	0.0670	0.04
$γ_{2}$	-0.9965	-0.48
$γ_{3}$	2.2049	1.91
$γ_{4}$	-2.6958	-2.29
$γ_{5}$	2.6371	2.07
$γ_{6}$	-1.9262	-1.75
$γ_{7}$	1.4322	1.36
$γ_{8}$	-2.2382	-2.51
$γ_{9}$	2.5780	4.53

V-Lab

Validus Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Validus Holdings Ltd Analyses