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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2452	10.58***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9314	215.21***
γ leverage Additional response to negative shocks	0.0564	12.40***

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Huron Consulting Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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