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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0366	27.63***
α ARCH Response to squared shocks	0.0349	12.69***
β GARCH Volatility persistence	0.8570	369.22***
γ leverage Additional response to negative shocks	0.1616	24.71***

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Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis

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