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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2255	4.10***
α ARCH Response to squared shocks	0.0815	11.22***
β GARCH Volatility persistence	0.9534	94.19***
ν DF Student-t tail thickness	3.7122	5.01***

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Unipol Assicurazioni SpA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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