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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0846	6.45***
α ARCH Response to squared shocks	0.1828	4.83***
β GARCH Volatility persistence	0.7660	22.88***
ν DF Student-t tail thickness	4.7123	2.19**

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Inmocemento S A GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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