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EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1801	30.17***
α ARCH Response to squared shocks	0.1285	26.28***
β GARCH Volatility persistence	0.8218	248.05***
γ leverage Additional response to negative shocks	0.0337	4.61***

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K+S AG Asy. MEM Volatility Analysis

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