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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0444	3.77***
α ARCH Response to squared shocks	0.0564	32.65***
β GARCH Volatility persistence	0.9921	475.83***
ν DF Student-t tail thickness	4.9909	8.83***

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Bayer AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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