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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.1197	10.37***
α ARCH Response to squared shocks	0.1077	1.79*
β GARCH Volatility persistence	0.8915	29.70***
ν DF Student-t tail thickness	200.0000	0.02

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Ctac NV GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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