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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0135	4.67***
α ARCH Response to squared shocks	0.1213	17.17***
β GARCH Volatility persistence	0.9764	718.46***
γ leverage Additional response to negative shocks	-0.0918	-28.89***

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Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis

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