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	param	t-stat
$ω$	3.5568	19.55
$α$	0.1036	4.50
$β$	0.0000	0.00
$γ$	0.0398	0.68

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Pelagos Insurance Capital Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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