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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.5335	6.09***
α ARCH Response to squared shocks	0.0580	76.39***
β GARCH Volatility persistence	0.9975	2,703.37***
ν DF Student-t tail thickness	5.6644	21.29***

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Deutsche Bank AG GAS-GARCH Student T Volatility Analysis

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