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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9165	6.49***
α ARCH Response to squared shocks	0.0668	30.60***
β GARCH Volatility persistence	0.9844	392.80***
ν DF Student-t tail thickness	5.0115	9.41***

V-Lab

Continental AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Continental AG Analyses