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	param	t-stat
$ω$	0.1415	9.86
$α$	0.0674	4.04
$β$	0.8367	65.39
$γ$	0.1447	5.00

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Alterra Capital Holdings Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Capital Holdings Ltd Analyses