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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0903	17.78***
α ARCH Response to squared shocks	0.0227	12.18***
β GARCH Volatility persistence	0.9120	447.51***
γ leverage Additional response to negative shocks	0.1027	18.39***

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Airbus SE GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Airbus SE Analyses