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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8226	18.53***
α ARCH Response to squared shocks	0.1580	5.46***
β GARCH Volatility persistence	0.5690	23.46***
ν DF Student-t tail thickness	5.9600	1.72*

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Kyoritsu Maintenance Co Ltd GAS-GARCH Student T Volatility Analysis

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