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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.0908	12.69***
α ARCH Response to squared shocks	0.2195	14.24***
β GARCH Volatility persistence	0.4977	17.32***
γ leverage Additional response to negative shocks	-1.3998	-8.01***

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PMV Pharmaceuticals Inc AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMV Pharmaceuticals Inc Analyses