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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0493	14.11***
α ARCH Response to squared shocks	0.0777	37.70***
β GARCH Volatility persistence	0.8968	370.41***
γ leverage Additional response to negative shocks	0.5197	13.24***

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E.ON SE AGARCH Volatility Analysis

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Volatility Forecast

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