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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4348	1.26
α ARCH Response to squared shocks	0.0631	10.99***
β GARCH Volatility persistence	0.9944	238.76***
ν DF Student-t tail thickness	6.4803	2.23**

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Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Daiwa House Industry Co Ltd Analyses