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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5706	4.87***
αARCH	0.2030	3.37***
βGARCH	0.1897	1.49

γ₁	-6.5570	-3.18***
γ₂	11.0498	3.67***
γ₃	-8.6226	-4.46***
γ₄	8.0472	4.10***
γ₅	-8.1444	-3.91***
γ₆	6.4380	3.36***
γ₇	-1.3312	-0.86
γ₈	-1.8239	-1.42
γ₉	1.0123	1.08

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5706	4.87***
α ARCH Response to squared shocks	0.2030	3.37***
β GARCH Volatility persistence	0.1897	1.49

γ₁	-6.5570	-3.18***
γ₂	11.0498	3.67***
γ₃	-8.6226	-4.46***
γ₄	8.0472	4.10***
γ₅	-8.1444	-3.91***
γ₆	6.4380	3.36***
γ₇	-1.3312	-0.86
γ₈	-1.8239	-1.42
γ₉	1.0123	1.08

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