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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0617	16.32***
α ARCH Response to squared shocks	0.0687	30.69***
β GARCH Volatility persistence	0.9165	355.51***

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Mercedes-Benz Group AG GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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