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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1831	8.99***
α ARCH Response to squared shocks	0.4381	15.86***
β GARCH Volatility persistence	0.9442	113.45***
γ leverage Additional response to negative shocks	0.0318	1.26

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Mount Logan Capital Inc EGARCH Volatility Analysis

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