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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.3300	8.24***
α ARCH Response to squared shocks	0.0716	29.81***
β GARCH Volatility persistence	0.9743	284.87***
ν DF Student-t tail thickness	5.1180	7.35***

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DAX Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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