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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0700	6.37***
α ARCH Response to squared shocks	0.0618	33.78***
β GARCH Volatility persistence	0.9885	498.47***
ν DF Student-t tail thickness	6.3342	6.56***

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BASF SE GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other BASF SE Analyses