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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0502	8.90***
α ARCH Response to squared shocks	0.1254	21.85***
β GARCH Volatility persistence	0.9757	487.12***
γ leverage Additional response to negative shocks	-0.0630	-12.81***

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KBR Inc EGARCH Volatility Analysis

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Volatility Forecast

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