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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0369	23.93***
α ARCH Response to squared shocks	0.0578	18.10***
β GARCH Volatility persistence	0.8866	433.55***
γ leverage Additional response to negative shocks	0.0862	13.99***

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Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis

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News Impact Curve

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