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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0370	17.54***
α ARCH Response to squared shocks	0.0392	18.14***
β GARCH Volatility persistence	0.9327	459.48***
γ leverage Additional response to negative shocks	0.0308	6.48***

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Beiersdorf AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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