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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0434	15.47***
α ARCH Response to squared shocks	0.0639	22.30***
β GARCH Volatility persistence	0.9131	327.53***
γ leverage Additional response to negative shocks	0.0179	3.88***

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Deutsche Telekom AG GJR-GARCH Volatility Analysis

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