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	param	t-stat
$m$	76
$α$	0.2313	15.29
$β$	0.4765	19.40
$γ$	-0.0030	-0.16
$λ_{1}$	0.3275	1.08
$λ_{2}$	1.0000	1.14
$λ_{3}$	0.0000	0.00

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SCPIE Holdings Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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