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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8420	12.98***
α ARCH Response to squared shocks	0.0889	26.21***
β GARCH Volatility persistence	0.9547	262.36***
ν DF Student-t tail thickness	4.9710	8.61***

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Akita Bank Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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