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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0358	17.40***
α ARCH Response to squared shocks	0.0384	18.13***
β GARCH Volatility persistence	0.9344	468.12***
γ leverage Additional response to negative shocks	0.0299	6.42***

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Beiersdorf AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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