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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.2568	5.51***
α ARCH Response to squared shocks	0.0615	31.73***
β GARCH Volatility persistence	0.9877	447.54***
ν DF Student-t tail thickness	4.8295	9.84***

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Leonardo SpA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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