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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0419	5.63***
α ARCH Response to squared shocks	0.0604	8.44***
β GARCH Volatility persistence	0.9302	124.44***

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Bayerische Motoren Werke AG Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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