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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0434	21.25***
α ARCH Response to squared shocks	0.1155	17.77***
β GARCH Volatility persistence	0.7750	159.56***
γ leverage Additional response to negative shocks	0.1396	12.20***

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Deutsche Borse SDAX Performance Index (XETRA) Asy. MEM Volatility Analysis

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