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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4363	4.67***
α ARCH Response to squared shocks	0.0811	6.37***
β GARCH Volatility persistence	0.9773	244.70***
ν DF Student-t tail thickness	8.1352	1.23

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

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