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	param	t-stat
$ω$	1.0191	3.21
$α$	0.2125	6.33
$β$	0.7455	43.47
$γ_{1}$	-0.3122	-1.77
$γ_{2}$	0.3542	1.18
$γ_{3}$	0.1526	0.72
$γ_{4}$	-0.4494	-2.40
$γ_{5}$	0.3420	1.70
$γ_{6}$	-0.0954	-0.54
$γ_{7}$	0.3013	1.37
$γ_{8}$	-0.7746	-1.96
$γ_{9}$	0.1311	0.22

V-Lab

Delphi Financial Group Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Delphi Financial Group Inc Analyses