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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	97,178.7400	12.42***
α ARCH Response to squared shocks	0.0475	94.17***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.0005

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GCM Corp Ltd GAS-GARCH Student T Volatility Analysis

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