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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2239	3.73***
α ARCH Response to squared shocks	0.0664	37.12***
β GARCH Volatility persistence	0.9912	425.61***
ν DF Student-t tail thickness	4.4339	13.14***

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International Business Machines Corp GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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