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{type} for {date}

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	param	t-stat
$ω$	0.8861	2.50
$α$	0.1106	11.47
$β$	0.8755	91.36
$γ_{1}$	-0.4670	-2.19
$γ_{2}$	0.6922	2.36
$γ_{3}$	-0.2127	-1.38
$γ_{4}$	-0.1127	-0.86
$γ_{5}$	0.1636	1.20
$γ_{6}$	-0.2693	-1.60
$γ_{7}$	0.3914	2.96

V-Lab

Nymagic Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nymagic Inc Analyses