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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8479	6.25***
α ARCH Response to squared shocks	0.0760	6.67***
β GARCH Volatility persistence	0.9707	210.55***
ν DF Student-t tail thickness	9.4877	1.10

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KraneShares Public-Private AI & Technology ETF GAS-GARCH Student T Volatility Analysis

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