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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0252	14.78***
α ARCH Response to squared shocks	0.1458	30.51***
β GARCH Volatility persistence	0.9831	881.72***
γ leverage Additional response to negative shocks	-0.0230	-6.19***

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Deutsche Telekom AG EGARCH Volatility Analysis

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News Impact Curve

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