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Parameter	Value	t-statistic
ω const Unconditional variance weight	405.7557	3.17***
α ARCH Response to squared shocks	0.0980	40.20***
β GARCH Volatility persistence	0.9742	121.03***
ν DF Student-t tail thickness	2.0064	3,021.75***

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Meiko Trans Co Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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