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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9001	5.59***
α ARCH Response to squared shocks	0.1093	3.66***
β GARCH Volatility persistence	0.8212	24.44***
ν DF Student-t tail thickness	4.8076	1.31

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Atmus Filtration Technls Inc GAS-GARCH Student T Volatility Analysis

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