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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0268	21.63***
α ARCH Response to squared shocks	0.0854	41.66***
β GARCH Volatility persistence	0.9078	444.99***
γ leverage Additional response to negative shocks	0.1223	13.22***
δ power Transformation power	1.3496	29.08***

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Henkel AG & Co KGaA Asy. Power MEM Volatility Analysis

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