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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0540	11.99***
α ARCH Response to squared shocks	0.0440	33.72***
β GARCH Volatility persistence	0.9352	476.68***
γ leverage Additional response to negative shocks	0.6499	11.36***

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Merck KGaA AGARCH Volatility Analysis

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Volatility Forecast

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