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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0485	18.14***
α ARCH Response to squared shocks	0.0249	15.03***
β GARCH Volatility persistence	0.9371	547.66***
γ leverage Additional response to negative shocks	0.0521	14.64***

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Bayer AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bayer AG Analyses