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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.6351	4.43***
α ARCH Response to squared shocks	0.0515	55.60***
β GARCH Volatility persistence	0.9958	1,019.21***
ν DF Student-t tail thickness	5.5710	12.29***

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Bayerische Motoren Werke AG GAS-GARCH Student T Volatility Analysis

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