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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3488	4.92***
α ARCH Response to squared shocks	0.0796	41.86***
β GARCH Volatility persistence	0.9916	546.32***
ν DF Student-t tail thickness	6.1471	8.81***

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MSCI USA GAS-GARCH Student T Volatility Analysis

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