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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	114.5903	4.15***
α ARCH Response to squared shocks	0.1160	28.94***
β GARCH Volatility persistence	0.9612	115.61***
ν DF Student-t tail thickness	3.0339	15.17***

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Alpha Compute Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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