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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6105	8.40***
α ARCH Response to squared shocks	0.0597	5.70***
β GARCH Volatility persistence	0.8979	113.97***
γ leverage Additional response to negative shocks	-0.0078	-0.31

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Definium Therapeutics Inc GJR-GARCH Volatility Analysis

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