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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.1477	4.47***
α ARCH Response to squared shocks	0.0733	34.82***
β GARCH Volatility persistence	0.9898	406.82***
ν DF Student-t tail thickness	5.6949	8.24***

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E.ON SE GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other E.ON SE Analyses