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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.7830	3.46***
α ARCH Response to squared shocks	0.0877	49.04***
β GARCH Volatility persistence	0.9893	323.41***
ν DF Student-t tail thickness	3.4078	25.27***

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Katakura Chikkarin Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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