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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7361	7.36***
α ARCH Response to squared shocks	0.0817	17.86***
β GARCH Volatility persistence	0.9565	156.13***
ν DF Student-t tail thickness	4.4532	6.49***

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Mondelez International Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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