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	param	t-stat
$ω$	3.9165	7.33
$α$	0.1062	2.41
$β$	0.5957	15.94
$ν$	4.3570	0.98

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