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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.17***
α ARCH Response to squared shocks	0.0456	3.31***
β GARCH Volatility persistence	0.8722	32.69***
γ leverage Additional response to negative shocks	-0.0456	-3.43***

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Korro Bio Inc GJR-GARCH Volatility Analysis

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