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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3011	2.66***
α ARCH Response to squared shocks	0.0289	0.47
β GARCH Volatility persistence	0.0000	0.00

γ₁	61.5617	0.40
γ₂	-11.6464	-0.05
γ₃	-428.5598	-2.31**
γ₄	927.3429	5.69***
γ₅	-876.6873	-4.97***
γ₆	371.2793	1.65*
γ₇	-93.8806	-0.47
γ₈	244.7514	1.53
γ₉	-557.6370	-2.73***

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Mount Logan Capital Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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