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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4541	20.20***
α ARCH Response to squared shocks	0.1019	14.32***
β GARCH Volatility persistence	0.6690	63.28***
γ leverage Additional response to negative shocks	0.1179	6.74***

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CRA International Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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