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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.5607	4.85***
αARCH	0.2110	3.48***
βGARCH	0.1564	1.28

γ₁	-6.9179	-3.31***
γ₂	11.6068	3.80***
γ₃	-8.9406	-4.49***
γ₄	8.1729	4.03***
γ₅	-7.8824	-3.69***
γ₆	5.5268	2.87***
γ₇	0.0489	0.03
γ₈	-3.1274	-2.39**
γ₉	1.8164	1.93*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5607	4.85***
α ARCH Response to squared shocks	0.2110	3.48***
β GARCH Volatility persistence	0.1564	1.28

γ₁	-6.9179	-3.31***
γ₂	11.6068	3.80***
γ₃	-8.9406	-4.49***
γ₄	8.1729	4.03***
γ₅	-7.8824	-3.69***
γ₆	5.5268	2.87***
γ₇	0.0489	0.03
γ₈	-3.1274	-2.39**
γ₉	1.8164	1.93*

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