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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	29.6996	12.97***
α ARCH Response to squared shocks	0.0881	23.79***
β GARCH Volatility persistence	0.9487	235.00***
ν DF Student-t tail thickness	5.5095	5.95***

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SMI Volatility Index GAS-GARCH Student T Volatility Analysis

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