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{type} for {date}

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	param	t-stat
$ω$	0.8548	4.11
$α$	0.1304	3.98
$β$	0.7271	13.36
$γ_{1}$	1.7495	3.15
$γ_{2}$	-3.1367	-4.02
$γ_{3}$	1.5645	3.16
$γ_{4}$	0.2678	0.54
$γ_{5}$	-0.8753	-1.92
$γ_{6}$	0.4492	0.85
$γ_{7}$	0.8049	1.08
$γ_{8}$	-1.5388	-1.66
$γ_{9}$	0.8267	1.20

V-Lab

Allied World Assurance Co Holdings AG Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Allied World Assurance Co Holdings AG Analyses