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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1173	7.09***
α ARCH Response to squared shocks	0.1293	27.46***
β GARCH Volatility persistence	0.9748	244.43***
ν DF Student-t tail thickness	6.6481	6.54***

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Vanguard S&P 500 ETF GAS-GARCH Student T Volatility Analysis

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