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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.6318	3.75***
α ARCH Response to squared shocks	0.0652	33.70***
β GARCH Volatility persistence	0.9915	444.81***
ν DF Student-t tail thickness	4.8227	10.03***

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Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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