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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0264	8.96***
α ARCH Response to squared shocks	0.0744	5.17***
β GARCH Volatility persistence	0.9683	108.79***
ν DF Student-t tail thickness	13.6555	0.35

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Defined Duration 5 ETF GAS-GARCH Student T Volatility Analysis

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