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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8724	7.42***
α ARCH Response to squared shocks	0.1007	2.37**
β GARCH Volatility persistence	0.6158	17.26***
ν DF Student-t tail thickness	4.4918	0.91

V-Lab

Pelagos Insurance Capital Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pelagos Insurance Capital Ltd Analyses