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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0760	10.93***
α ARCH Response to squared shocks	0.0812	47.28***
β GARCH Volatility persistence	0.8932	435.94***
γ leverage Additional response to negative shocks	0.5583	14.28***

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Mercedes-Benz Group AG AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mercedes-Benz Group AG Analyses