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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.5688	7.51***
α ARCH Response to squared shocks	0.0739	16.80***
β GARCH Volatility persistence	0.9581	166.16***
ν DF Student-t tail thickness	4.6944	5.31***

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Monotaro Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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