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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.1864	4.04***
α ARCH Response to squared shocks	0.0559	25.08***
β GARCH Volatility persistence	0.9830	247.92***
ν DF Student-t tail thickness	3.4371	12.36***

V-Lab

CRA International Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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