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Parameter	Value	t-statistic
ω const Unconditional variance weight	21.3404	3.33***
α ARCH Response to squared shocks	0.2227	3.96***
β GARCH Volatility persistence	0.9632	66.76***
ν DF Student-t tail thickness	10.1016	0.58

V-Lab

Liberty Defense Holdings Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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