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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.9175	48.63***
α ARCH Response to squared shocks	0.0837	507.53***
β GARCH Volatility persistence	0.9955
ν DF Student-t tail thickness	2.0000

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Thalia Therapeutics PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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