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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.0000	1.27
αARCH	0.2871	7.72***
βGARCH	0.7120	22.36***
γleverage	0.0443	1.00
δpower	1.6605	3.73***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.27
α ARCH Response to squared shocks	0.2871	7.72***
β GARCH Volatility persistence	0.7120	22.36***
γ leverage Additional response to negative shocks	0.0443	1.00
δ power Transformation power	1.6605	3.73***

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Obsidian Therapeutics Inc Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Obsidian Therapeutics Inc Analyses