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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.3274	3.41***
α ARCH Response to squared shocks	0.0600	22.97***
β GARCH Volatility persistence	0.9814	176.07***
ν DF Student-t tail thickness	3.4217	10.67***

V-Lab

Huron Consulting Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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