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	param	t-stat
$ω$	0.0147	6.21
$α$	0.0384	9.07
$β$	0.9543	239.53
$γ$	0.2508	5.78
$δ$	2.2335	29.39

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AMBAC Financial APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMBAC Financial Analyses