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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1554	18.64***
α ARCH Response to squared shocks	0.2457	50.54***
β GARCH Volatility persistence	0.6756	101.44***
γ leverage Additional response to negative shocks	0.0384	3.92***
δ power Transformation power	0.5000	10.43***

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Huron Consulting Group Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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