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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0198	11.57***
α ARCH Response to squared shocks	0.0818	29.33***
β GARCH Volatility persistence	0.9882	1,058.05***
γ leverage Additional response to negative shocks	-0.0222	-7.15***

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Merck KGaA EGARCH Volatility Analysis

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