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Parameter	Value	t-statistic
ω const Unconditional variance weight	26.9384	3.48***
α ARCH Response to squared shocks	0.0597	14.90***
β GARCH Volatility persistence	0.9734	115.34***
ν DF Student-t tail thickness	4.4613	3.37***

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Rivian Automotive Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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