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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0563	21.20***
α ARCH Response to squared shocks	0.0295	14.79***
β GARCH Volatility persistence	0.9189	434.45***
γ leverage Additional response to negative shocks	0.0631	14.36***

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BASF SE GJR-GARCH Volatility Analysis

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