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Parameter	Value	t-statistic
ω const Unconditional variance weight	77.0385	5.93***
α ARCH Response to squared shocks	0.1209	161.26***
β GARCH Volatility persistence	0.9960	1,591.07***
ν DF Student-t tail thickness	2.1215	1,008.82***

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Iwatsuka Confectionery Co GAS-GARCH Student T Volatility Analysis

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