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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.5935	12.23***
α ARCH Response to squared shocks	0.0544	71.18***
β GARCH Volatility persistence	0.9916	1,315.17***
ν DF Student-t tail thickness	3.3647	80.51***

V-Lab

Neogen Corp GAS-GARCH Student T Volatility Analysis

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