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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4542	7.62***
α ARCH Response to squared shocks	0.2381	5.58***
β GARCH Volatility persistence	0.7816	43.87***
γ leverage Additional response to negative shocks	-0.0394	-0.67

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Mount Logan Capital Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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