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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6487	11.81***
α ARCH Response to squared shocks	0.0830	38.61***
β GARCH Volatility persistence	0.9784	515.49***
ν DF Student-t tail thickness	6.3605	8.12***

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Tokyo Stock Exchange Tokyo Stock Price Index TOPIX GAS-GARCH Student T Volatility Analysis

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