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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1001	14.85***
α ARCH Response to squared shocks	0.0067	4.67***
β GARCH Volatility persistence	0.9345	428.06***
γ leverage Additional response to negative shocks	0.0699	13.25***

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adidas AG GJR-GARCH Volatility Analysis

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News Impact Curve

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