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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.95***
α ARCH Response to squared shocks	0.0433	4.25***
β GARCH Volatility persistence	0.8731	49.13***
γ leverage Additional response to negative shocks	-0.0055	-0.48

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Galera Therapeutics Inc GJR-GARCH Volatility Analysis

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