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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1017	4.75***
α ARCH Response to squared shocks	0.0721	30.60***
β GARCH Volatility persistence	0.9849	318.43***
ν DF Student-t tail thickness	4.2247	11.18***

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John Wiley & Sons Inc GAS-GARCH Student T Volatility Analysis

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