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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.8068	11.18***
α ARCH Response to squared shocks	0.1144	11.77***
β GARCH Volatility persistence	0.8821	75.32***
ν DF Student-t tail thickness	4.8223	4.04***

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Nancal Technology Co.,Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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