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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2049	14.66***
α ARCH Response to squared shocks	0.3787	8.28***
β GARCH Volatility persistence	0.2309	7.38***
γ leverage Additional response to negative shocks	-0.0577	-0.85

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Pelagos Insurance Capital Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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