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	param	t-stat
$ω$	1.2767	4.63
$α$	0.1518	5.51
$β$	0.8130	32.07
$γ_{1}$	0.0039	2.50

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Montpelier Re Holdings Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montpelier Re Holdings Analyses