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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1213	26.59***
α ARCH Response to squared shocks	0.0597	21.47***
β GARCH Volatility persistence	0.8884	370.80***
γ leverage Additional response to negative shocks	0.0535	7.85***

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Volkswagen AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Volkswagen AG Analyses