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	param	t-stat
$ω$	0.0481	15.06
$α$	0.0771	11.70
$β$	0.8695	194.68
$γ$	0.0854	6.48

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Sompo International Holdings Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sompo International Holdings Ltd Analyses