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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.2974	4.09***
α ARCH Response to squared shocks	0.0649	27.96***
β GARCH Volatility persistence	0.9895	371.58***
ν DF Student-t tail thickness	5.0737	8.22***

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Simpson Manufacturing Co Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Simpson Manufacturing Co Inc Analyses