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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14,649.6400	10.84***
α ARCH Response to squared shocks	0.0479	63.83***
β GARCH Volatility persistence	0.9984	7,395.70***
ν DF Student-t tail thickness	2.0075

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IMV Inc. GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other IMV Inc. Analyses