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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0370	23.97***
α ARCH Response to squared shocks	0.0583	18.19***
β GARCH Volatility persistence	0.8862	432.08***
γ leverage Additional response to negative shocks	0.0860	13.93***

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

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