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{type} for {date}

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	param	t-stat
$ω$	2.3878	1.91
$α$	0.1710	4.56
$β$	0.8124	54.67
$γ_{1}$	0.2378	1.37
$γ_{2}$	-0.3557	-1.58
$γ_{3}$	0.1246	0.94
$γ_{4}$	0.0602	0.41
$γ_{5}$	-0.6182	-2.68

V-Lab

Sompo International Holdings Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sompo International Holdings Ltd Analyses