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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1705	9.37***
α ARCH Response to squared shocks	0.0395	4.98***
β GARCH Volatility persistence	0.9467	93.00***

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Capgemini Se Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Capgemini Se Analyses