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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7013	8.72***
α ARCH Response to squared shocks	0.1272	43.00***
β GARCH Volatility persistence	0.9722	316.57***
ν DF Student-t tail thickness	4.1101	20.51***

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Tivoli A/S GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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