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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5535	4.69***
α ARCH Response to squared shocks	0.2096	3.35***
β GARCH Volatility persistence	0.2139	1.65*

γ₁	-7.4661	-3.36***
γ₂	12.4649	3.87***
γ₃	-9.3579	-4.44***
γ₄	8.1117	3.76***
γ₅	-7.0614	-3.14***
γ₆	3.6870	1.87*
γ₇	2.3626	1.46
γ₈	-4.9372	-3.39***
γ₉	2.7479	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