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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2903	24.17***
α ARCH Response to squared shocks	0.1660	29.66***
β GARCH Volatility persistence	0.7580	167.74***
γ leverage Additional response to negative shocks	0.0663	6.06***

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KBR Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other KBR Inc Analyses