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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4160	5.64***
α ARCH Response to squared shocks	0.1350	39.41***
β GARCH Volatility persistence	0.9638	233.08***
ν DF Student-t tail thickness	2.0000	9,345.79***

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Ito Yogyo Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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