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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.3766	14.42***
α ARCH Response to squared shocks	0.1648	6.99***
β GARCH Volatility persistence	0.6298	31.59***
ν DF Student-t tail thickness	5.0649	2.49**

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Nissha Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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