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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5551	4.72***
αARCH	0.2048	3.32***
βGARCH	0.2131	1.62

γ₁	-7.1975	-3.33***
γ₂	12.0387	3.83***
γ₃	-9.1552	-4.50***
γ₄	8.1950	3.93***
γ₅	-7.6296	-3.47***
γ₆	4.8841	2.50**
γ₇	0.9668	0.62
γ₈	-4.0890	-3.06***
γ₉	2.5479	2.68***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5551	4.72***
α ARCH Response to squared shocks	0.2048	3.32***
β GARCH Volatility persistence	0.2131	1.62

γ₁	-7.1975	-3.33***
γ₂	12.0387	3.83***
γ₃	-9.1552	-4.50***
γ₄	8.1950	3.93***
γ₅	-7.6296	-3.47***
γ₆	4.8841	2.50**
γ₇	0.9668	0.62
γ₈	-4.0890	-3.06***
γ₉	2.5479	2.68***

V-Lab

PMV Pharmaceuticals Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMV Pharmaceuticals Inc Analyses