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Parameter	Value	t-statistic
ω const Unconditional variance weight	31.9688	6.06***
α ARCH Response to squared shocks	0.0981	14.55***
β GARCH Volatility persistence	0.9474	112.50***
ν DF Student-t tail thickness	4.7361	4.54***

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HSI Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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