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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9853	8.84***
α ARCH Response to squared shocks	0.0910	18.22***
β GARCH Volatility persistence	0.9524	164.34***
ν DF Student-t tail thickness	5.2441	5.25***

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Primerica Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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