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Parameter	Value	t-statistic
ω const Unconditional variance weight	28.2852	7.55***
α ARCH Response to squared shocks	0.1274	112.17***
β GARCH Volatility persistence	0.9970	2,816.42***
ν DF Student-t tail thickness	2.6722	208.38***

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MERF Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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