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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.8963	2.77***
α ARCH Response to squared shocks	0.0836	19.92***
β GARCH Volatility persistence	0.9679	82.26***
ν DF Student-t tail thickness	2.6807	16.76***

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Albert David GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Albert David Analyses