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Parameter	Value	t-statistic
ω const Unconditional variance weight	64.9838	6.34***
α ARCH Response to squared shocks	0.1321	66.13***
β GARCH Volatility persistence	0.9978	3,041.92***
ν DF Student-t tail thickness	3.3867	51.19***

V-Lab

Hevol Services Group Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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