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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0208	1.55
α ARCH Response to squared shocks	-0.1587	-1.08
β GARCH Volatility persistence	0.9868
γ leverage Additional response to negative shocks	-0.0725	-3.14***

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SMG Swiss Marketplace Group AG EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMG Swiss Marketplace Group AG Analyses