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{name} Model Equation

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Param	Value	t-stat
ωconst	17.1955	0.83
αARCH	0.1949	3.95***
βGARCH	0.9539	18.18***
νDF	3.6413	2.16**

Parameter	Value	t-statistic
ω const Unconditional variance weight	17.1955	0.83
α ARCH Response to squared shocks	0.1949	3.95***
β GARCH Volatility persistence	0.9539	18.18***
ν DF Student-t tail thickness	3.6413	2.16**

V-Lab

Mount Logan Capital Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mount Logan Capital Inc Analyses