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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9290	8.12***
α ARCH Response to squared shocks	0.0529	9.71***
β GARCH Volatility persistence	0.8830	110.59***
γ leverage Additional response to negative shocks	0.0795	6.67***

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Kyntra Bio Inc GJR-GARCH Volatility Analysis

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