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	param	t-stat
$ω$	0.0519	12.84
$α$	0.0755	11.48
$β$	0.8743	257.07
$γ$	0.1004	7.28

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OneBeacon Insurance Group Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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