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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0242	4.97***
α ARCH Response to squared shocks	0.0502	11.18***
β GARCH Volatility persistence	0.9911	705.90***
γ leverage Additional response to negative shocks	-0.0321	-8.38***

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CRA International Inc EGARCH Volatility Analysis

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