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	param	t-stat
$ω$	3.5952	18.89
$α$	0.0840	4.36
$β$	0.0000	0.00
$γ$	0.0556	1.00

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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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