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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2128	8.32***
α ARCH Response to squared shocks	0.0756	35.53***
β GARCH Volatility persistence	0.9889	713.98***
ν DF Student-t tail thickness	7.7201	6.57***

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iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis

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