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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	11.86***
α ARCH Response to squared shocks	0.3025	8.91***
β GARCH Volatility persistence	0.5734	21.69***
γ leverage Additional response to negative shocks	-0.1747	-3.66***

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PMV Pharmaceuticals Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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