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	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.6567	5.15
$γ$	0.1038	1.57
$λ_{1}$	3.6629	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Pelagos Insurance Capital Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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