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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0149	3.82***
α ARCH Response to squared shocks	0.3186	1.51
β GARCH Volatility persistence	0.6000	5.25***
γ leverage Additional response to negative shocks	0.1628	0.39

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Calidi Biotherapeutics Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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