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Parameter	Value	t-statistic
ω const Unconditional variance weight	33.4961	4.47***
α ARCH Response to squared shocks	0.0676	14.42***
β GARCH Volatility persistence	0.9957	145.20***
ν DF Student-t tail thickness	5.2662	1.74*

V-Lab

Grayscale Dogecoin Trust Doge ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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