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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0782	5.57***
α ARCH Response to squared shocks	0.0691	27.28***
β GARCH Volatility persistence	0.9864	358.82***
ν DF Student-t tail thickness	6.0627	6.14***

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Airbus SE GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Airbus SE Analyses