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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	15.41***
α ARCH Response to squared shocks	0.1240	10.42***
β GARCH Volatility persistence	0.7142	50.77***
γ leverage Additional response to negative shocks	-0.0239	-1.43

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Fate Therapeutics Inc GJR-GARCH Volatility Analysis

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