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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1881	6.06***
α ARCH Response to squared shocks	0.0557	39.35***
β GARCH Volatility persistence	0.9924	741.16***
ν DF Student-t tail thickness	7.0571	5.92***

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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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