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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6053	8.98***
α ARCH Response to squared shocks	0.1017	33.61***
β GARCH Volatility persistence	0.9862	616.00***
ν DF Student-t tail thickness	9.1862	5.58***

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iShares US Real Estate ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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Parameter Estimates

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