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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0624	22.74***
α ARCH Response to squared shocks	0.0492	16.42***
β GARCH Volatility persistence	0.8995	349.71***
γ leverage Additional response to negative shocks	0.0565	8.87***

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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