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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4706	6.81***
α ARCH Response to squared shocks	0.1022	34.12***
β GARCH Volatility persistence	0.9872	478.30***
ν DF Student-t tail thickness	7.9438	6.31***

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iShares Russell 3000 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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