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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0504	19.07***
α ARCH Response to squared shocks	0.0156	10.02***
β GARCH Volatility persistence	0.9570	594.07***
γ leverage Additional response to negative shocks	0.0332	11.90***

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Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

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