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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	49.9889	4.95***
α ARCH Response to squared shocks	0.1510	67.25***
β GARCH Volatility persistence	0.9899	564.68***
ν DF Student-t tail thickness	2.8061	60.98***

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BEVEST ASA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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