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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.0507	5.20***
α ARCH Response to squared shocks	0.0551	29.62***
β GARCH Volatility persistence	0.9884	402.95***
ν DF Student-t tail thickness	5.6256	6.20***

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LANXESS AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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