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	param	t-stat
$ω$	1.8380	3.24
$α$	0.1876	2.63
$β$	0.7720	12.98
$γ_{1}$	0.0517	1.58
$γ_{2}$	-0.0771	-1.14

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Alterra Capital Holdings Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alterra Capital Holdings Ltd Analyses