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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	10.33***
α ARCH Response to squared shocks	0.1008	6.83***
β GARCH Volatility persistence	0.5904	18.94***
γ leverage Additional response to negative shocks	0.1602	3.90***

V-Lab

TransMedics Group, Inc. GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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