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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0390	17.66***
α ARCH Response to squared shocks	0.1179	27.86***
β GARCH Volatility persistence	0.8527	182.40***

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Deutsche Borse SDAX Performance Index (XETRA) GARCH Volatility Analysis

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