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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0404	10.80***
α ARCH Response to squared shocks	0.0599	31.94***
β GARCH Volatility persistence	0.9222	344.24***
γ leverage Additional response to negative shocks	0.6877	17.47***

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Fresenius SE & Co KGaA AGARCH Volatility Analysis

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