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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8615	18.08***
α ARCH Response to squared shocks	0.1508	5.53***
β GARCH Volatility persistence	0.6053	25.54***
ν DF Student-t tail thickness	6.0595	1.67*

V-Lab

Kyoritsu Maintenance Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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