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{type} for {date}

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	param	t-stat
$ω$	0.4591	4.07
$α$	0.0907	4.58
$β$	0.9071	44.71
$γ_{1}$	-0.0510	-0.15
$γ_{2}$	0.1189	0.31
$γ_{3}$	-0.1855	-1.09
$γ_{4}$	0.2005	1.17
$γ_{5}$	0.0824	0.53
$γ_{6}$	-0.3487	-3.42

V-Lab

AMBAC Financial Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMBAC Financial Analyses