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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0477	21.76***
α ARCH Response to squared shocks	0.1183	29.54***
β GARCH Volatility persistence	0.8615	228.69***
γ leverage Additional response to negative shocks	0.0100	1.59

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Beiersdorf AG Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Beiersdorf AG Analyses