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Parameter	Value	t-statistic
ω const Unconditional variance weight	23.2222	6.74***
α ARCH Response to squared shocks	0.3219	3.29***
β GARCH Volatility persistence	0.7517	20.46***
ν DF Student-t tail thickness	13.1278	0.62

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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

Parameter Estimates

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