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	param	t-stat
$ω$	-0.0345	-5.09
$α$	0.0460	10.63
$β$	0.9604	236.97
$γ$	0.9576	9.78

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AMBAC Financial AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMBAC Financial Analyses