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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.09***
α ARCH Response to squared shocks	0.1471	5.51***
β GARCH Volatility persistence	0.8802	54.97***
γ leverage Additional response to negative shocks	-0.1285	-4.56***

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Valion Bio Inc GJR-GARCH Volatility Analysis

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