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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.9024	4.48***
α ARCH Response to squared shocks	0.0672	35.01***
β GARCH Volatility persistence	0.9922	556.50***
ν DF Student-t tail thickness	6.1118	8.00***

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Home Depot Inc/The GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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