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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1226	7.17***
α ARCH Response to squared shocks	0.0915	1.57
β GARCH Volatility persistence	0.0000	0.00

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Pelagos Insurance Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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