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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4851	1.93*
α ARCH Response to squared shocks	0.1181	15.88***
β GARCH Volatility persistence	0.9972	814.08***
ν DF Student-t tail thickness	2.0000

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Cyanotech Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cyanotech Corp Analyses