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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1648	15.24***
α ARCH Response to squared shocks	0.0621	13.88***
β GARCH Volatility persistence	0.7934	97.16***
γ leverage Additional response to negative shocks	0.1169	11.16***

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ams-OSRAM AG GJR-GARCH Volatility Analysis

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