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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1182	7.51***
α ARCH Response to squared shocks	0.0685	0.89
β GARCH Volatility persistence	0.5907	1.78*
ν DF Student-t tail thickness	11.1399	0.07

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Caisse Regionale De Credit Agricole Mutuel Toulouse 31 GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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