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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	49.3252	4.14***
α ARCH Response to squared shocks	0.1466	18.59***
β GARCH Volatility persistence	0.9355	60.30***
ν DF Student-t tail thickness	3.1132	12.55***

V-Lab

ChronoScale Holdings Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ChronoScale Holdings Corp Analyses