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Parameter	Value	t-statistic
ω const Unconditional variance weight	24.0366	6.52***
α ARCH Response to squared shocks	0.3218	3.21***
β GARCH Volatility persistence	0.7474	19.88***
ν DF Student-t tail thickness	12.6286	0.64

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YieldMax MSTR Performance & Income Target 25 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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