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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2642	15.96***
α ARCH Response to squared shocks	0.1338	10.92***
β GARCH Volatility persistence	0.6641	49.33***
γ leverage Additional response to negative shocks	0.0404	2.65***

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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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