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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1042	5.29***
α ARCH Response to squared shocks	0.0739	7.39***
β GARCH Volatility persistence	0.8844	59.35***

γ₁	-0.2425	-5.96***
γ₂	0.4640	7.04***
γ₃	-0.3175	-4.61***
γ₄	0.0833	1.20
γ₅	0.0761	1.38
γ₆	-0.1499	-2.59***
γ₇	0.1192	1.62
γ₈	0.0002	0.00
γ₉	-0.0458	-0.52
γ₁₀	0.0054	0.10

V-Lab

Stewart Information Services Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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