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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5744	1.83*
αARCH	0.2967	2.27**
βGARCH	0.2985	1.61

γ₁	185.2105	1.57
γ₂	-417.1199	-2.52**
γ₃	502.8175	6.01***
γ₄	-475.2553	-6.85***
γ₅	304.3014	3.59***
γ₆	-158.8970	-1.71*
γ₇	45.4454	0.70
γ₈	47.4911	1.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5744	1.83*
α ARCH Response to squared shocks	0.2967	2.27**
β GARCH Volatility persistence	0.2985	1.61

γ₁	185.2105	1.57
γ₂	-417.1199	-2.52**
γ₃	502.8175	6.01***
γ₄	-475.2553	-6.85***
γ₅	304.3014	3.59***
γ₆	-158.8970	-1.71*
γ₇	45.4454	0.70
γ₈	47.4911	1.06

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