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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.4789	5.11***
α ARCH Response to squared shocks	0.0713	32.95***
β GARCH Volatility persistence	0.9852	336.14***
ν DF Student-t tail thickness	4.2312	12.18***

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Nitta Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nitta Corp Analyses