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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.5288	5.11***
α ARCH Response to squared shocks	0.1568	19.94***
β GARCH Volatility persistence	0.9162	56.47***
ν DF Student-t tail thickness	2.8158	18.42***

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Landi Renzo SPA GAS-GARCH Student T Volatility Analysis

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