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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0273	25.65***
α ARCH Response to squared shocks	0.1285	52.09***
β GARCH Volatility persistence	0.8545	345.10***

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Deutsche Borse AG DAX Mid-Cap Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Borse AG DAX Mid-Cap Index Analyses