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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0380	18.86***
α ARCH Response to squared shocks	0.0351	17.74***
β GARCH Volatility persistence	0.9312	536.10***
γ leverage Additional response to negative shocks	0.0444	10.53***

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RWE AG GJR-GARCH Volatility Analysis

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Volatility Forecast

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