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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.0219	1.37
α ARCH Response to squared shocks	0.0126	0.94
β GARCH Volatility persistence	0.9740	9.88***
ν DF Student-t tail thickness	9.3402	0.06

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SMG Swiss Marketplace Group AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMG Swiss Marketplace Group AG Analyses