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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2820	4.49***
α ARCH Response to squared shocks	0.1609	6.94***
β GARCH Volatility persistence	0.7678	22.20***
γ leverage Additional response to negative shocks	-0.0021	-0.04

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Genfleet Therapeutics Shang GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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