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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2458	7.75***
α ARCH Response to squared shocks	0.1678	8.57***
β GARCH Volatility persistence	0.8499	72.44***
γ leverage Additional response to negative shocks	-0.0946	-4.24***

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Ocugen Inc GJR-GARCH Volatility Analysis

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