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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0285	8.95***
α ARCH Response to squared shocks	0.1267	32.04***
β GARCH Volatility persistence	0.9814	684.35***
γ leverage Additional response to negative shocks	-0.0445	-12.29***

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Mercedes-Benz Group AG EGARCH Volatility Analysis

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