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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4559	20.24***
α ARCH Response to squared shocks	0.1025	14.37***
β GARCH Volatility persistence	0.6688	63.19***
γ leverage Additional response to negative shocks	0.1161	6.65***

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CRA International Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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