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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.6215	8.40***
α ARCH Response to squared shocks	0.0607	10.15***
β GARCH Volatility persistence	0.9584	157.53***
ν DF Student-t tail thickness	10.4469	0.72

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iShares Bitcoin Trust ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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