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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1046	8.64***
α ARCH Response to squared shocks	0.0615	9.89***
β GARCH Volatility persistence	0.8706	100.79***
γ leverage Additional response to negative shocks	0.0771	5.64***

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Kyntra Bio Inc GJR-GARCH Volatility Analysis

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