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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5440	4.67***
α ARCH Response to squared shocks	0.2091	3.26***
β GARCH Volatility persistence	0.2003	1.53

γ₁	-7.8032	-3.46***
γ₂	12.9803	3.98***
γ₃	-9.6016	-4.45***
γ₄	8.0679	3.68***
γ₅	-6.5316	-2.90***
γ₆	2.5724	1.32
γ₇	3.5613	2.10**
γ₈	-5.4778	-3.43***
γ₉	2.7074	2.39**

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