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	param	t-stat
$ω$	1.0746	4.68
$α$	0.0860	4.51
$β$	0.8597	33.70
$γ_{1}$	-0.1539	-1.21
$γ_{2}$	0.3208	1.74
$γ_{3}$	-0.1906	-1.66
$γ_{4}$	-0.2261	-1.27
$γ_{5}$	0.5013	2.00
$γ_{6}$	-0.3011	-1.53
$γ_{7}$	-0.0140	-0.10
$γ_{8}$	0.2013	1.44
$γ_{9}$	-0.8734	-4.86

V-Lab

PartnerRe Ltd Spline-GARCH Volatility Analysis

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Date Range:

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News Impact Curve

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