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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.3878	3.44***
α ARCH Response to squared shocks	0.1678	14.83***
β GARCH Volatility persistence	0.9573	78.98***
ν DF Student-t tail thickness	3.6600	8.20***

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Mount Logan Capital Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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