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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5930	5.28***
α ARCH Response to squared shocks	0.0899	3.47***
β GARCH Volatility persistence	0.9279	61.18***
ν DF Student-t tail thickness	6.1961	1.04

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Baron First Principles ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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