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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1209	4.78***
α ARCH Response to squared shocks	0.0724	6.48***
β GARCH Volatility persistence	0.9063	69.87***

γ₁	0.0511	1.59
γ₂	-0.0154	-0.32
γ₃	-0.1001	-2.95***
γ₄	0.1780	5.06***
γ₅	-0.2354	-5.73***
γ₆	0.1783	4.06***
γ₇	-0.0499	-1.32
γ₈	-0.0242	-0.89

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MBIA Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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