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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0417	16.13***
α ARCH Response to squared shocks	0.1619	38.32***
β GARCH Volatility persistence	0.9769	813.37***
γ leverage Additional response to negative shocks	-0.0531	-15.78***

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HeidelbergCement AG EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other HeidelbergCement AG Analyses