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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1,781.5719	11.56***
α ARCH Response to squared shocks	0.0483	102.59***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.0156

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GCM Corp Ltd GAS-GARCH Student T Volatility Analysis

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