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	param	t-stat
$ω$	0.0532	9.57
$α$	0.1638	16.41
$β$	0.9806	614.80
$γ$	-0.0905	-11.44

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PMA Capital Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PMA Capital Corp Analyses