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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.6246	2.63***
α ARCH Response to squared shocks	0.0867	2.66***
β GARCH Volatility persistence	0.8612	15.77***
ν DF Student-t tail thickness	3.6965	1.29

V-Lab

Moreld AS GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Moreld AS Analyses