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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.6984	6.79***
α ARCH Response to squared shocks	0.0770	30.81***
β GARCH Volatility persistence	0.9833	369.80***
ν DF Student-t tail thickness	5.8404	7.63***

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Volkswagen AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Volkswagen AG Analyses