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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.1171	10.68***
α ARCH Response to squared shocks	0.1199	58.03***
β GARCH Volatility persistence	0.9986	7,133.17***
ν DF Student-t tail thickness	3.0627	206.26***

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System1 Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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