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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0094	6.02***
α ARCH Response to squared shocks	0.0774	37.52***
β GARCH Volatility persistence	0.9909	581.18***
ν DF Student-t tail thickness	7.7007	6.64***

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Deutsche Boerse AG German Stock Index DAX GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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