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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2275	7.41***
α ARCH Response to squared shocks	0.2178	4.13***
β GARCH Volatility persistence	0.4613	7.90***
ν DF Student-t tail thickness	3.3557	3.14***

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Nestle SA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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