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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0169	10.29***
α ARCH Response to squared shocks	0.1160	52.36***
β GARCH Volatility persistence	0.8502	348.87***
γ leverage Additional response to negative shocks	0.5278	39.98***

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Deutsche Borse AG DAX Mid-Cap Index AGARCH Volatility Analysis

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