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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7326	4.42***
α ARCH Response to squared shocks	0.0298	1.02
β GARCH Volatility persistence	0.8715	5.82***
ν DF Student-t tail thickness	7.9573	0.11

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Global X S&P 500 Christin VL GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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