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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0210	9.74***
α ARCH Response to squared shocks	0.0241	14.99***
β GARCH Volatility persistence	0.9514	689.93***
γ leverage Additional response to negative shocks	0.0372	10.57***

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Siemens AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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