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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0622	22.76***
α ARCH Response to squared shocks	0.0490	16.39***
β GARCH Volatility persistence	0.8999	351.25***
γ leverage Additional response to negative shocks	0.0562	8.86***

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E.ON SE GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other E.ON SE Analyses