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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1176	3.77***
α ARCH Response to squared shocks	0.0753	25.57***
β GARCH Volatility persistence	0.9782	298.06***
ν DF Student-t tail thickness	2.8503	17.02***

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Principal Focused Blue Chip ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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