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	param	t-stat
$ω$	-0.0009	-1.61
$α$	0.1704	35.35
$β$	0.8667	376.18
$γ$	-0.0660	-2.75

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Sompo International Holdings Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sompo International Holdings Ltd Analyses