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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	346.3970	8.62***
α ARCH Response to squared shocks	0.0773	10.08***
β GARCH Volatility persistence	0.9990	737.81***
ν DF Student-t tail thickness	2.0981	276.50***

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City of London Investment Group PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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