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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0380	36.80***
α ARCH Response to squared shocks	0.1095	49.75***
β GARCH Volatility persistence	0.8793	405.97***
γ leverage Additional response to negative shocks	0.5689	33.72***
δ power Transformation power	1.0909	37.89***

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Deutsche Borse AG DAX Mid-Cap Index APARCH Volatility Analysis

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