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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0690	5.04***
α ARCH Response to squared shocks	0.0533	62.45***
β GARCH Volatility persistence	0.9967	1,610.22***
ν DF Student-t tail thickness	6.0627	13.28***

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Siemens AG GAS-GARCH Student T Volatility Analysis

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