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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1771	6.08***
α ARCH Response to squared shocks	0.0557	39.34***
β GARCH Volatility persistence	0.9924	738.38***
ν DF Student-t tail thickness	7.0651	5.91***

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Hong Kong Hang Seng Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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