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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.2438	6.62***
α ARCH Response to squared shocks	0.0760	32.02***
β GARCH Volatility persistence	0.9831	353.38***
ν DF Student-t tail thickness	5.7129	7.61***

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Obayashi Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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