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	param	t-stat
$ω$	0.0446	11.60
$α$	0.2310	20.02
$β$	0.9642	437.46
$γ$	-0.0674	-13.05

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Montpelier Re Holdings EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montpelier Re Holdings Analyses