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Parameter	Value	t-statistic
ω const Unconditional variance weight	47.7867	0.56
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9752	4.42***
ν DF Student-t tail thickness	8.7532	0.11

V-Lab

SOL Strategies Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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