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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9027	18.35***
α ARCH Response to squared shocks	0.1346	2.72***
β GARCH Volatility persistence	0.8184	16.64***
ν DF Student-t tail thickness	200.0000	0.03

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Founders 100 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Founders 100 ETF Analyses