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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.1697	2.69***
α ARCH Response to squared shocks	0.1553	12.57***
β GARCH Volatility persistence	0.9387	37.87***
ν DF Student-t tail thickness	2.9971	10.64***

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Planetel Spa GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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