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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9498	12.65***
α ARCH Response to squared shocks	0.0919	1.11
β GARCH Volatility persistence	0.9009	17.74***
ν DF Student-t tail thickness	200.0000	0.01

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Ctac NV GAS-GARCH Student T Volatility Analysis

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