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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1382	12.14***
α ARCH Response to squared shocks	0.1217	13.34***
β GARCH Volatility persistence	0.7890	75.59***
γ leverage Additional response to negative shocks	0.0238	1.47

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SFC Energy AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SFC Energy AG Analyses