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{type} for {date}

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	param	t-stat
$ω$	0.8606	3.79
$α$	0.0948	6.73
$β$	0.8596	41.52
$γ_{1}$	-0.1487	-0.56
$γ_{2}$	0.3862	1.00
$γ_{3}$	-0.4129	-1.27
$γ_{4}$	0.0481	0.12
$γ_{5}$	0.4101	0.96
$γ_{6}$	-0.6072	-1.05
$γ_{7}$	0.8820	1.36
$γ_{8}$	-1.9706	-2.68

V-Lab

Aspen Insurance Holdings Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aspen Insurance Holdings Ltd Analyses