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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0193	8.93***
α ARCH Response to squared shocks	0.0899	32.73***
β GARCH Volatility persistence	0.9883	1,175.14***
γ leverage Additional response to negative shocks	-0.0512	-17.40***

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Bayer AG EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses