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{type} for {date}

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	param	t-stat
$ω$	2.8300	2.47
$α$	0.1619	6.25
$β$	0.8292	65.35
$γ_{1}$	0.3577	0.63
$γ_{2}$	-0.4367	-0.55
$γ_{3}$	0.0002	0.00
$γ_{4}$	0.1122	0.35
$γ_{5}$	0.0384	0.12
$γ_{6}$	-0.5931	-1.77
$γ_{7}$	1.0002	4.04

V-Lab

Sompo International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sompo International Holdings Ltd Analyses