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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0555	21.08***
α ARCH Response to squared shocks	0.0290	14.65***
β GARCH Volatility persistence	0.9200	438.31***
γ leverage Additional response to negative shocks	0.0625	14.35***

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BASF SE GJR-GARCH Volatility Analysis

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Volatility Forecast

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