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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2042	3.86***
α ARCH Response to squared shocks	0.1761	10.67***
β GARCH Volatility persistence	0.8239	41.24***
γ leverage Additional response to negative shocks	-0.0305	-0.58
δ power Transformation power	1.0573	5.78***

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Mount Logan Capital Inc APARCH Volatility Analysis

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