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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8461	1.92*
α ARCH Response to squared shocks	0.0780	6.27***
β GARCH Volatility persistence	0.9532	43.04***
ν DF Student-t tail thickness	3.2828	3.04***

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Defiance S&P 500 TRG Inc ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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