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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.3818	3.38***
α ARCH Response to squared shocks	0.0600	23.02***
β GARCH Volatility persistence	0.9815	175.36***
ν DF Student-t tail thickness	3.4002	10.85***

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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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