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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0331	14.81***
α ARCH Response to squared shocks	0.0281	16.73***
β GARCH Volatility persistence	0.9403	607.44***
γ leverage Additional response to negative shocks	0.0468	11.74***

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Bayerische Motoren Werke AG GJR-GARCH Volatility Analysis

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