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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.4001	13.93***
α ARCH Response to squared shocks	0.1684	6.99***
β GARCH Volatility persistence	0.6316	31.13***
ν DF Student-t tail thickness	4.9753	2.58***

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Nissha Co Ltd GAS-GARCH Student T Volatility Analysis

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