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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9042	6.52***
α ARCH Response to squared shocks	0.0666	30.69***
β GARCH Volatility persistence	0.9844	394.86***
ν DF Student-t tail thickness	5.0204	9.40***

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Continental AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Continental AG Analyses