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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2968	0.01
αARCH	0.3843	0.00
βGARCH	0.6157	0.00

γ₁	-7.9474	0.00
γ₂	-20.7608	0.00
γ₃	37.0128	0.01

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2968	0.01
α ARCH Response to squared shocks	0.3843	0.00
β GARCH Volatility persistence	0.6157	0.00

γ₁	-7.9474	0.00
γ₂	-20.7608	0.00
γ₃	37.0128	0.01

V-Lab

Mount Logan Capital Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mount Logan Capital Inc Analyses