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Parameter	Value	t-statistic
ω const Unconditional variance weight	23.9752	2.89***
α ARCH Response to squared shocks	0.1259	60.67***
β GARCH Volatility persistence	0.9879	239.84***
ν DF Student-t tail thickness	2.8807	46.38***

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Yamada Consulting Group Co GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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