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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.1460	14.71***
α ARCH Response to squared shocks	0.1313	4.05***
β GARCH Volatility persistence	0.8976	41.09***
ν DF Student-t tail thickness	200.0000	0.05

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True Colors Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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