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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0625	22.75***
α ARCH Response to squared shocks	0.0495	16.40***
β GARCH Volatility persistence	0.8993	349.39***
γ leverage Additional response to negative shocks	0.0563	8.82***

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E.ON SE GJR-GARCH Volatility Analysis

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