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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.2442	2.66***
α ARCH Response to squared shocks	0.1551	12.63***
β GARCH Volatility persistence	0.9389	37.68***
ν DF Student-t tail thickness	2.9785	10.77***

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Planetel Spa GAS-GARCH Student T Volatility Analysis

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