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Parameter	Value	t-statistic
ω const Unconditional variance weight	16.0759	3.34***
α ARCH Response to squared shocks	0.0327	5.05***
β GARCH Volatility persistence	0.9668	79.08***
ν DF Student-t tail thickness	4.6298	1.36

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Onterris Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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