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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.3683	5.78***
α ARCH Response to squared shocks	0.0638	31.45***
β GARCH Volatility persistence	0.9874	404.82***
ν DF Student-t tail thickness	5.8009	7.18***

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Shimizu Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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