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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0537	17.88***
α ARCH Response to squared shocks	0.0585	30.99***
β GARCH Volatility persistence	0.9286	438.21***

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Bayer AG GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses