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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.6496	5.93***
α ARCH Response to squared shocks	0.0526	12.73***
β GARCH Volatility persistence	0.9715	160.15***
ν DF Student-t tail thickness	5.4780	3.03***

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Ultragenyx Pharmaceutical Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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