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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0397	3.25***
α ARCH Response to squared shocks	0.0590	9.87***
β GARCH Volatility persistence	0.9824	250.10***
γ leverage Additional response to negative shocks	-0.0590	-10.34***

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Huron Consulting Group Inc EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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