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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3144	2.32**
α ARCH Response to squared shocks	0.0211	3.18***
β GARCH Volatility persistence	0.9794	170.06***
ν DF Student-t tail thickness	3.3653	2.09**

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Ventia Services Group Pty Ltd GAS-GARCH Student T Volatility Analysis

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