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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.3754	4.45***
α ARCH Response to squared shocks	0.0670	78.32***
β GARCH Volatility persistence	0.9964	1,357.49***
ν DF Student-t tail thickness	4.1145	32.43***

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Exponent Inc GAS-GARCH Student T Volatility Analysis

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