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	param	t-stat
$ω$	0.3837	3.56
$α$	0.0845	3.41
$β$	0.9155	37.01
$γ_{1}$	-0.0628	-2.26
$γ_{2}$	0.1448	3.63

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AMBAC Financial Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMBAC Financial Analyses