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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.3210	3.82***
α ARCH Response to squared shocks	0.0541	24.50***
β GARCH Volatility persistence	0.9850	226.65***
ν DF Student-t tail thickness	4.2465	7.15***

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Etsy Inc GAS-GARCH Student T Volatility Analysis

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