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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0022	6.76***
α ARCH Response to squared shocks	0.1083	4.38***
β GARCH Volatility persistence	0.9005	112.99***
γ leverage Additional response to negative shocks	-0.0175	-0.60

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IMV Inc. GJR-GARCH Volatility Analysis

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Volatility Forecast

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