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	param	t-stat
$ω$	1.1300	3.89
$α$	0.1519	5.46
$β$	0.8119	31.60
$γ_{1}$	-0.0043	-0.59

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Montpelier Re Holdings Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montpelier Re Holdings Analyses