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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3614	1.98**
α ARCH Response to squared shocks	0.3409	4.37***
β GARCH Volatility persistence	0.6545	8.25***

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Mount Logan Capital Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mount Logan Capital Inc Analyses