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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2529	7.88***
α ARCH Response to squared shocks	0.0197	6.89***
β GARCH Volatility persistence	0.9467	306.38***
γ leverage Additional response to negative shocks	0.0248	5.08***

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ams-OSRAM AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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