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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	22.2641	9.74***
α ARCH Response to squared shocks	0.3542	109.68***
β GARCH Volatility persistence	0.9981	5,144.78***
ν DF Student-t tail thickness	8.1347	23.86***

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BDI Baltic Exchange Dry Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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