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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3469	6.94***
α ARCH Response to squared shocks	0.0313	7.58***
β GARCH Volatility persistence	0.9565	243.39***
γ leverage Additional response to negative shocks	-0.0055	-0.82

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Beam Therapeutics Inc GJR-GARCH Volatility Analysis

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