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{name} Model Equation

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Param	Value	t-stat
ωconst	24.2545	1.16
αARCH	0.1242	2.28**
βGARCH	0.9072	10.52***
νDF	3.7321	1.18

Parameter	Value	t-statistic
ω const Unconditional variance weight	24.2545	1.16
α ARCH Response to squared shocks	0.1242	2.28**
β GARCH Volatility persistence	0.9072	10.52***
ν DF Student-t tail thickness	3.7321	1.18

V-Lab

PMV Pharmaceuticals Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMV Pharmaceuticals Inc Analyses