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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.5410	0.41
α ARCH Response to squared shocks	0.0047	0.09
β GARCH Volatility persistence	0.9628	1.37
ν DF Student-t tail thickness	3.2804	0.04

V-Lab

Versant Media Group Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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