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{type} for {date}

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	param	t-stat
$ω$	0.6670	1.24
$α$	0.4023	2.86
$β$	0.5312	5.81
$γ_{1}$	19.5130	1.99
$γ_{2}$	-18.4808	-1.27
$γ_{3}$	-6.3695	-0.73
$γ_{4}$	5.7137	0.80
$γ_{5}$	0.0848	0.01
$γ_{6}$	-3.6391	-0.44
$γ_{7}$	11.5086	1.15
$γ_{8}$	-14.1618	-1.63

V-Lab

FGL Holdings Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FGL Holdings Analyses