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	param	t-stat
$ω$	1.1193	7.13
$α$	0.0920	1.57
$β$	0.0000	0.00
$γ_{1}$	0.0304	0.78

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Pelagos Insurance Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pelagos Insurance Capital Ltd Analyses