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Parameter	Value	t-statistic
ω const Unconditional variance weight	22.9447	22.58***
α ARCH Response to squared shocks	0.0430	0.24
β GARCH Volatility persistence	0.2585	0.30
ν DF Student-t tail thickness	200.0000	0.00

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XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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