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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.6654	4.45***
α ARCH Response to squared shocks	0.2088	28.99***
β GARCH Volatility persistence	0.9769	214.09***
ν DF Student-t tail thickness	3.2083	19.81***

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Securitize Corp GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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