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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1095	18.30***
α ARCH Response to squared shocks	0.0497	16.47***
β GARCH Volatility persistence	0.9196	354.66***
γ leverage Additional response to negative shocks	0.0219	4.72***

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K+S AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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