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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8987	7.66***
α ARCH Response to squared shocks	0.0984	2.33**
β GARCH Volatility persistence	0.5926	16.19***
ν DF Student-t tail thickness	4.4301	0.90

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Pelagos Insurance Capital Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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