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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1753	7.86***
α ARCH Response to squared shocks	0.0841	7.85***
β GARCH Volatility persistence	0.8930	77.47***

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Airbus SE Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Airbus SE Analyses