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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0779	24.93***
α ARCH Response to squared shocks	0.0805	25.09***
β GARCH Volatility persistence	0.8870	387.35***
γ leverage Additional response to negative shocks	0.0345	5.89***

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Deutsche Lufthansa AG Asy. MEM Volatility Analysis

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News Impact Curve

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