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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.7251	2.62***
α ARCH Response to squared shocks	0.0868	2.65***
β GARCH Volatility persistence	0.8624	15.87***
ν DF Student-t tail thickness	3.7019	1.29

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Moreld AS GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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