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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0229	9.95***
α ARCH Response to squared shocks	0.0358	14.16***
β GARCH Volatility persistence	0.9463	705.70***
γ leverage Additional response to negative shocks	0.0281	6.31***

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Deutsche Bank AG GJR-GARCH Volatility Analysis

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