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	param	t-stat
$ω$	1.0000	4.49
$α$	0.1546	9.10
$β$	0.3825	7.35
$γ$	0.1893	1.66
$δ$	0.9777	3.42

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Pelagos Insurance Capital Ltd APARCH Volatility Analysis

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News Impact Curve

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