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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5762	1.60
α ARCH Response to squared shocks	0.2773	1.78*
β GARCH Volatility persistence	0.4275	2.00**

γ₁	125.9266	1.08
γ₂	-289.9495	-1.72*
γ₃	372.6122	3.76***
γ₄	-377.4898	-4.86***
γ₅	250.9581	3.56***
γ₆	-107.5120	-2.13**

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