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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0937	27.33***
α ARCH Response to squared shocks	0.1517	32.48***
β GARCH Volatility persistence	0.7992	305.72***
γ leverage Additional response to negative shocks	0.0521	7.38***

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Bayer AG Asy. MEM Volatility Analysis

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