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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	46.6631	8.23***
α ARCH Response to squared shocks	0.1024	69.71***
β GARCH Volatility persistence	0.9976	3,314.42***
ν DF Student-t tail thickness	3.7036	41.38***

V-Lab

MVB Financial Corp. GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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