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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.67***
α ARCH Response to squared shocks	0.0252	1.42
β GARCH Volatility persistence	0.2673	1.50
γ leverage Additional response to negative shocks	0.0640	0.86

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Aumovio SE GJR-GARCH Volatility Analysis

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Volatility Forecast

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