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Parameter	Value	t-statistic
ω const Unconditional variance weight	47.5208	2.33**
α ARCH Response to squared shocks	0.3243	4.82***
β GARCH Volatility persistence	0.6859	6.62***
ν DF Student-t tail thickness	2.4714	8.94***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other City of London Investment Group PLC Analyses