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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1788	7.50***
α ARCH Response to squared shocks	0.1356	5.53***
β GARCH Volatility persistence	0.7392	18.66***

γ₁	0.0969	2.97***
γ₂	-0.1278	-2.50**
γ₃	0.0172	0.52
γ₄	0.0274	1.42

V-Lab

Primerica Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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