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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.2998	12.02***
α ARCH Response to squared shocks	0.0396	106.90***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.3059	580.09***

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Brazilian Real GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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