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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	9.81***
α ARCH Response to squared shocks	0.1198	8.01***
β GARCH Volatility persistence	0.7899	50.89***
γ leverage Additional response to negative shocks	-0.0364	-1.71*

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Thalia Therapeutics PLC GJR-GARCH Volatility Analysis

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