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Parameter	Value	t-statistic
ω const Unconditional variance weight	21.7136	4.10***
α ARCH Response to squared shocks	0.0590	50.72***
β GARCH Volatility persistence	0.9936	689.97***
ν DF Student-t tail thickness	3.4301	29.33***

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Chegg Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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