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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3784	5.99***
α ARCH Response to squared shocks	0.1886	5.69***
β GARCH Volatility persistence	0.8153	43.02***
γ leverage Additional response to negative shocks	-0.0077	-0.15

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Mount Logan Capital Inc GJR-GARCH Volatility Analysis

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