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	param	t-stat
$ω$	1.1053	16.26
$α$	0.3580	9.69
$β$	0.4891	21.75
$γ$	-0.1095	-2.38

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Pelagos Insurance Capital Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pelagos Insurance Capital Ltd Analyses