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Parameter	Value	t-statistic
ω const Unconditional variance weight	40.6905	0.07
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9989	0.68
ν DF Student-t tail thickness	3.0789	0.17

V-Lab

NextBoat Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NextBoat Inc Analyses