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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0554	21.04***
α ARCH Response to squared shocks	0.0288	14.60***
β GARCH Volatility persistence	0.9201	438.57***
γ leverage Additional response to negative shocks	0.0626	14.40***

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BASF SE GJR-GARCH Volatility Analysis

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Volatility Forecast

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