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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.6346	5.09***
α ARCH Response to squared shocks	0.1593	26.99***
β GARCH Volatility persistence	0.9370	75.81***
ν DF Student-t tail thickness	2.7997	25.06***

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Fujipream Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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