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	param	t-stat
$ω$	1.0941	4.62
$α$	0.0932	9.70
$β$	0.9055	90.16
$γ_{1}$	-0.0173	-2.38
$γ_{2}$	0.0225	2.53

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XL Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other XL Group Ltd Analyses