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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8222	3.85***
α ARCH Response to squared shocks	0.0600	24.37***
β GARCH Volatility persistence	0.9874	279.39***
ν DF Student-t tail thickness	4.8308	7.08***

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Merck & Co Inc GAS-GARCH Student T Volatility Analysis

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