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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1101	21.18***
α ARCH Response to squared shocks	0.0259	12.55***
β GARCH Volatility persistence	0.9105	435.43***
γ leverage Additional response to negative shocks	0.0859	14.36***

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Continental AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Continental AG Analyses