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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1,061.5430	7.46***
α ARCH Response to squared shocks	0.0641	90.79***
β GARCH Volatility persistence	0.9962	2,020.65***
ν DF Student-t tail thickness	2.0120

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QVC Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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