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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6763	6.42***
α ARCH Response to squared shocks	0.1378	45.27***
β GARCH Volatility persistence	0.9873	533.41***
ν DF Student-t tail thickness	5.9064	12.71***

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Tokyo Stock Exchange REIT Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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