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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	17.3375	3.28***
α ARCH Response to squared shocks	0.1766	13.49***
β GARCH Volatility persistence	0.9527	69.75***
ν DF Student-t tail thickness	3.6938	7.35***

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Mount Logan Capital Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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