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	param	t-stat
$ω$	0.1058	12.87
$α$	0.0714	14.40
$β$	0.8303	164.08
$γ$	0.1389	8.08

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Montpelier Re Holdings GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montpelier Re Holdings Analyses