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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.3701	5.30***
α ARCH Response to squared shocks	0.0844	37.04***
β GARCH Volatility persistence	0.9868	373.65***
ν DF Student-t tail thickness	3.4748	27.22***

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Grab Holdings Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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