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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0598	6.39***
α ARCH Response to squared shocks	0.0617	33.80***
β GARCH Volatility persistence	0.9885	499.73***
ν DF Student-t tail thickness	6.3434	6.54***

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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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