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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0218	10.95***
α ARCH Response to squared shocks	0.0757	20.19***
β GARCH Volatility persistence	0.9879	1,524.54***
γ leverage Additional response to negative shocks	-0.0340	-13.03***

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Deutsche Lufthansa AG EGARCH Volatility Analysis

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