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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9946	5.34***
α ARCH Response to squared shocks	0.0688	41.70***
β GARCH Volatility persistence	0.9909	533.31***
ν DF Student-t tail thickness	5.6431	10.21***

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Denka Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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