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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0753	17.60***
α ARCH Response to squared shocks	0.0399	18.44***
β GARCH Volatility persistence	0.9094	391.66***
γ leverage Additional response to negative shocks	0.0735	12.59***

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HeidelbergCement AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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