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	param	t-stat
$ω$	3.9158	6.99
$α$	0.0983	2.42
$β$	0.6467	18.39
$ν$	4.4563	0.93

V-Lab

Pelagos Insurance Capital Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pelagos Insurance Capital Ltd Analyses