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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2150	15.64***
α ARCH Response to squared shocks	0.0275	9.15***
β GARCH Volatility persistence	0.8939	249.69***
γ leverage Additional response to negative shocks	0.0862	11.21***

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KBR Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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