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	param	t-stat
$m$	111
$α$	0.0874	25.99
$β$	0.8206	154.54
$γ$	0.1219	19.45
$λ_{1}$	1.0571	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6926	0.02

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Montpelier Re Holdings MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montpelier Re Holdings Analyses