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{type} for {date}

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	param	t-stat
$ω$	1.0738	2.00
$α$	0.2194	2.71
$β$	0.4937	2.65
$γ_{1}$	-3.4395	-0.14
$γ_{2}$	13.1707	0.39
$γ_{3}$	-26.4761	-1.30
$γ_{4}$	39.9686	2.27
$γ_{5}$	-41.6964	-2.18
$γ_{6}$	24.2584	1.31
$γ_{7}$	-3.3381	-0.21
$γ_{8}$	-38.5824	-2.48
$γ_{9}$	143.2332	7.51

V-Lab

Darwin Professional Underwriters Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Darwin Professional Underwriters Analyses