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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.5647	4.41***
α ARCH Response to squared shocks	0.0515	55.00***
β GARCH Volatility persistence	0.9957	990.73***
ν DF Student-t tail thickness	5.5788	12.03***

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Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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