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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	20.4162	8.96***
α ARCH Response to squared shocks	0.0706	1.73*
β GARCH Volatility persistence	0.6356	8.39***
ν DF Student-t tail thickness	6.4698	0.35

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Ishares Ethereum Trust ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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