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Parameter	Value	t-statistic
ω const Unconditional variance weight	34.8090	5.37***
α ARCH Response to squared shocks	0.0940	33.45***
β GARCH Volatility persistence	0.9668	165.87***
ν DF Student-t tail thickness	2.8129	28.21***

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Luna Innovations Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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