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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0646	14.36***
α ARCH Response to squared shocks	0.0704	20.75***
β GARCH Volatility persistence	0.9221	261.16***
γ leverage Additional response to negative shocks	0.5117	14.70***
δ power Transformation power	1.0227	25.05***

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KBR Inc APARCH Volatility Analysis

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