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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0199	15.46***
α ARCH Response to squared shocks	0.1221	29.88***
β GARCH Volatility persistence	0.9896	2,036.29***
γ leverage Additional response to negative shocks	-0.0292	-6.72***

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Deutsche Bank AG EGARCH Volatility Analysis

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