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	param	t-stat
$ω$	-0.0078	-0.28
$α$	0.0914	17.98
$β$	0.9018	164.72
$γ$	1.2435	9.04

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PMA Capital Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PMA Capital Corp Analyses