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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0506	19.07***
α ARCH Response to squared shocks	0.0304	6.57***
β GARCH Volatility persistence	0.8467	199.75***
γ leverage Additional response to negative shocks	0.1625	13.47***

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Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis

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