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	param	t-stat
$ω$	1.0585	4.47
$α$	0.1239	2.13
$β$	0.0000	0.00
$γ_{1}$	0.5516	0.21
$γ_{2}$	-1.3711	-0.37
$γ_{3}$	1.9165	0.65
$γ_{4}$	-4.5085	-1.60
$γ_{5}$	13.9263	2.73

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Pelagos Insurance Capital Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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