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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.7426	5.14***
α ARCH Response to squared shocks	0.0660	33.36***
β GARCH Volatility persistence	0.9889	465.37***
ν DF Student-t tail thickness	5.2725	8.83***

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Taisei Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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