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Parameter	Value	t-statistic
ω const Unconditional variance weight	34.5606	5.47***
α ARCH Response to squared shocks	0.0946	32.86***
β GARCH Volatility persistence	0.9654	162.28***
ν DF Student-t tail thickness	2.8188	27.49***

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Luna Innovations Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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