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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0938	11.75***
α ARCH Response to squared shocks	0.0102	6.20***
β GARCH Volatility persistence	0.9328	410.02***
γ leverage Additional response to negative shocks	0.0827	15.16***

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LANXESS AG GJR-GARCH Volatility Analysis

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Volatility Forecast

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