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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0447	7.47***
α ARCH Response to squared shocks	0.2257	29.58***
β GARCH Volatility persistence	0.7439	135.75***

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Deutsche Borse SDAX Performance Index (XETRA) MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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