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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0388	7.53***
α ARCH Response to squared shocks	0.0400	13.63***
β GARCH Volatility persistence	0.9569	245.55***
γ leverage Additional response to negative shocks	0.9187	12.29***
δ power Transformation power	0.7751	15.64***

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Huron Consulting Group Inc APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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