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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9888	12.14***
α ARCH Response to squared shocks	0.0468	6.09***
β GARCH Volatility persistence	0.7784	54.42***
γ leverage Additional response to negative shocks	0.0560	4.82***

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Ultragenyx Pharmaceutical Inc GJR-GARCH Volatility Analysis

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