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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0368	17.50***
α ARCH Response to squared shocks	0.0393	18.18***
β GARCH Volatility persistence	0.9330	459.14***
γ leverage Additional response to negative shocks	0.0304	6.39***

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Beiersdorf AG GJR-GARCH Volatility Analysis

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