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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2309	18.42***
α ARCH Response to squared shocks	0.2148	50.23***
β GARCH Volatility persistence	0.7475	143.36***
γ leverage Additional response to negative shocks	0.0658	7.89***
δ power Transformation power	1.2890	29.78***

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CRA International Inc Asy. Power MEM Volatility Analysis

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Volatility Forecast

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