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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.88*
α ARCH Response to squared shocks	0.0097	1.21
β GARCH Volatility persistence	0.8601	11.80***
γ leverage Additional response to negative shocks	-0.0037	-0.33

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Praxis Precision Medicines Inc GJR-GARCH Volatility Analysis

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