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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	47.7476	2.74***
α ARCH Response to squared shocks	0.0801	23.33***
β GARCH Volatility persistence	0.9762	133.84***
ν DF Student-t tail thickness	2.8204	14.16***

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Samhallsbygg I Nor GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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