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Parameter	Value	t-statistic
ω const Unconditional variance weight	51.0974	3.55***
α ARCH Response to squared shocks	0.2236	11.61***
β GARCH Volatility persistence	0.8685	23.85***
ν DF Student-t tail thickness	2.8920	10.47***

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Millennium GP International Hlngs Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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