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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.5703	4.09***
α ARCH Response to squared shocks	0.0625	50.67***
β GARCH Volatility persistence	0.9956	926.16***
ν DF Student-t tail thickness	6.0797	10.25***

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Mercedes-Benz Group AG GAS-GARCH Student T Volatility Analysis

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