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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0335	27.13***
α ARCH Response to squared shocks	0.1417	38.14***
β GARCH Volatility persistence	0.8342	396.12***
γ leverage Additional response to negative shocks	0.0451	7.61***

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Deutsche Bank AG Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Bank AG Analyses