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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7092	16.88***
α ARCH Response to squared shocks	0.1164	8.11***
β GARCH Volatility persistence	0.7776	30.11***

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DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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