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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0818	14.77***
α ARCH Response to squared shocks	0.2225	49.13***
β GARCH Volatility persistence	0.7402	138.38***
γ leverage Additional response to negative shocks	0.0746	10.44***
δ power Transformation power	0.5000	8.61***

V-Lab

KBR Inc Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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