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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2958	7.19***
α ARCH Response to squared shocks	0.1005	35.78***
β GARCH Volatility persistence	0.9861	462.75***
ν DF Student-t tail thickness	7.6956	6.42***

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Russell 1000 Value Index GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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